I read somewhere else that "Arrow to the knee" is old Norse slang for getting married.
So in this case, this guy's a pimping stud.
Heyyyyy, now that I think about it that's actually a pretty damn good alternate interpretation.
Assuming that's exactly what the guards mean when they say "Arrow to the knee" then we can surmise that the guard, while formally travelling as a free-lance adventurer, met with a nice person whom they fell in love with, proposed marriage to, and accepted. Then the former adventurer, wanting to create a good life for their family, settled down in a populated town, and took a stable job where his previous combat experience could benefit him.
That's one thing that always bugged me in most games: even if arrows/projectiles technically hit the shield, they'll pass through like it was nothing if you don't block actively. Mount and Blade, for example, makes arrows blocked if they hit the shield even if you are not blocking.