And thus we begin one of the most well known and loved missions in Hitman: Blood Money.
This video talks a lot about one of the problems in Blood Money, and that's how quickly guards are willing to open fire on you.
The guard's in this game are almost binary. With very few exceptions, they are either fine with you or open fire without any sort of middle ground. You won't notice it in most situations, since the player openly strangling a character in full view of another should cause alarms.
Entering and exiting a bar at Mardi Gras... isn't one of those situations. You can argue (and I will fight you on it), that it could maybe be considered suspicious for someone to enter a bar. Even if that were true, that doesn't warrant being shot on sight.
Even worse, one guard open firing will attract the attention of other guards. And as soon as you know it, you're either dead, or causing the next St. Valentine's Day Massacre.
This would be solved if there were more states that guards could enter, like Suspicious (but not hostile), which could be cooled off over time.
It's part of the jank that comes with the game. I love Blood Money, but there's no denying that it has flaws.