To be explicit, I never meant : never go talk to the guards, ever. What I mean is that using the authorities as a magic button to solve problems is bad.
What is GOOD is using authorities to create adventures. If for example, you want the guards to raid a bandit camp that is currently the objective of the quest, then convincing them to do so should be as hard and as fun as raiding the camp itself.
But decent guards wouldn’t need convincing. They would at least check it out. Unless they suck as guards, or are bad guys’s guards. So either they have no reason to refuse straight up “until you convince us tee hee hee”, or they are incompetent, or they are the bad guys.
This is a blanket statement btw, I’m sure it’s possible to do something that proves me wrong. But we’re talking generalities here, not exceptions.
I’ll end by saying that even thought players can always go talk to the guards and get help from them, there is an unwritten rule that if the DM gives a task to the players to do, they aren’t really supposed to ship it to the guards and call it a day. There has to be something done by the players that makes the session fun and adventurous.