ScreenShot3

The guard is waiting for you ^^

No.  The guard have just start walking to approach me and that's normal, but what isn't normal is that the guard shouldn't stand there for the rest of the game.

After the guard have talked to me during the MQ he should go back to his post, which is next to main city gate and not be standing there where I stand in the picture.

I thought that this issue was fixed with USKP 2.0.1.

From the change log:

Whiterun Imperial gate guards decided they didn't want to return to their posts after forcegreeting the player. (Bug #14094)