I saw that as self-preservation. Harry already compared the party to 'the first day in the prison yard' or words to that effect. What happens in prison? The strong inmates, (sidhe nobles or what-have-you), take a look at the new guy/girl & size him/her up. They look for weakness so they can prey on him/her.

Now look at it from Harry's perspective. He's a mortal (albeit a very powerful one), who's come into their world. Mortals are already prey to the sidhe. Couple that with the fact that many of them probably already have strong feelings for Harry due to his past deeds. If they can challenge/hurt Harry, they're basically doing the same to Mab through a proxy, probably without consequence. And who wouldn't want to be able to take a shot at the boss without fear of reprisal? Finally, he's backed them into a corner.

So it's like this. Harry walks in. Every head in the place turns to him. He's a well-known defender of humanity. One of the badder gangs there takes measure of him by hurting his escort, (the only other human in the place). He destroys the one, & tells the rest he'll happily do the same to them. He immediately gets challenged. If he had done anything else, he's painting the word 'victim' with a capital "V" on his forehead, & somebody in the court WOULD be taking a shot at him faster than you can say 'flicum bicus'. The ONLY option Harry had, in order to not be dead (again) during his first official Winter Court public appearance, was to take out that sidhe noble quickly & gruesomely.