In fact, earlier in the letters from Mayor Mareb and Marshal Osleight, they had already highlighted Duanmu Huai's formidable prowess. Mareb was more laid-back, just a Necromancer, something Stormwind wasn't short of people to handle. However, the content of Marshal Osleight's letter was somewhat alarming: six people eliminated nearly a thousand undead army. At the time, King Varian was still under Onyxia's influence and not in a clear state of mind, but he understood the implausibility of this. Yet, at that time, he didn't think much about it, only knowing that the problems at Southshore Town and Arathi Highlands were solved, and this adventurer was merely helping to deliver messages.
As for the specific situation, it wouldn't be too late to ask when Marshal Osleight arrives. So at that time, Varian just gave Duanmu Huai a little travel money, and the latter didn't seem particularly concerned about it.
And now?