[MAIN SPOILERS] Something I realised about Kings Guard at the tower of Joy

Probably been mentioned before but had Ser Arthur Dayne been in Kings landing protecting Elia Martell and her children, they never get murdered and Oberyn gets to eat lemon cakes all day long. Instead they're guarding Jon Snow, the new heir so they must've been let in on the secret, possibly with the intention to put him on the throne.