Hmm, well the dialogue doesn't actually refer to the assassins being dead, does it? If so, I think it's a bug but if not, then it could be as you say.
Well with Karan you can reply "He's... he's dead, whoever he was. ..." If you are using EasyTutu then he follows you outside (cos that's how it works in BG2) and it sounds silly talking to Karan/Parda while they are hopelessly swinging for you.