One thing you might wish to consider to make the Purple Dragons seem more like an ally for the players IS to have them do something.
Nine times out of ten, when the fire knives attack or some other trouble hits, the purple dragons will hear the panicked cries of the people, assemble a strike force, and respond within a few minutes--long after the PCs have finished whatever scrap they were in. However, every now and then, IRL, a criminal decides to hold up a liquor store right as a couple cops are stopping to pick up some potato chips or an off-duty cop sees a crime in progress and stops it. So, maybe one of the next times the PCs get in a scrap, you might tone the difficulty a couple notches higher than usual, but have a squad or purple dragon knights burst in the door in round 3 and help the PCs out or have a couple of the "commoners" who usually run screaming for the doors when the PCs are attacked, draw swords and charge into battle to aid them. When the other purple dragons show up, the off-duty soldiers explain what happened and the PCs don't get hassled at all.
Alternatively, you could have the purple dragons actually track down a few villains. If you introduce two or three plot-hooks a session and the PCs only follow up on one or two, you might have a couple that are specifically there for the purple dragon knights to deal with. So the PCs get jumped by the members of the new thieves' guild and the purple dragons show up question the PCs and take the bodies away for Speak With Dead interrogations. Two days later, there's an announcement that there will be a public execution for the leaders of assassins' guild XYZ. I expect the PCs will be a lot more understanding if the Purple Dragons seem at least competent enough to handle some of the town's problems.