No one knew about the commotion happening inside Lu Shang's room.
Lu Shang would have been able to scream for help, but he decided against it because people were going to get suspicious. They might wonder how he was able to resist the enemy for some time. Everyone already knew that he couldn't cultivate, and no doubt someone at the 7th stage of the Consolidation realm would be able to end his life within a few minutes. Shouting for help might somehow reveal that he could cultivate, which he didn't want.
When they were fighting, they kept their voices as low as possible, despite the pain they received from each other. The assassin was afraid that the fight would attract the guards to the room. It was already difficult and dangerous to fight against Lu Shang. Then, if other guards rushed down to the room, that would be the end of him. Hence, fighting only Lu Shang was better because he had a slight chance of escaping.