He might have been a new force in the land. After taking the serpent queen's crown, DK sees what might be others of his kind in a cave. And, as far as we can tell, DK lives in solitude in his castle, with his minions seeming to only be monstrous creatures and automatons.
So perhaps he's just a random yuck from the caves who decided he deserved to be royalty.
Plus, when taking the Rat King's crown, notice that DK only has one crown; this was either his first usurpation, or the first time he found a crown that fit his. So it's reasonable to assume no one figured he was roving around trying to steal crowns.
And yes, the guard we seriously out of sorts, but then again the front door DID open for DK. So, perhaps the Rat King simply thought DK was a respectful monarch and wanted to extend his agreeable hand in friendship, unaware that DK is a fucking psychopath. The guard probably realized how fucking terrifying DK is but didn't really act on it until it was too late.