and all the firstborn in the land of Egypt will die, from the firstborn son of Pharaoh ¹  who sits on his throne, to the firstborn son of the slave girl who is at her hand mill, and all the firstborn of the cattle.

Now Jonathan and Ahimaaz were staying in En Rogel. A female servant would go and inform them, and they would then go and inform King David. It was not advisable for them to be seen going into the city.