Hmm, very interesting point, and it had me scratching my head for a minute. I'm quick to jump on Lucas when I find a plot hole, but even I never thought about this before. I at least wanted the movie to be good, so I probably filled in gaps in my mind. I knew they had to go into exile, so the fact that they did made enough sense to me. I wouldn't be surprised if the novel explained it. But in my own thinking, I'm going to have to go with the secrecy of the whole mission. The Chancellor/Emperor seemed pretty popular when he turned the Republic into an Empire, and everyone already believed that the Jedi were evil and needed to be exterminated. I guess they figured they only had one shot at staging this coup (similar to Mace trying to covertly kill Palpatine rather than go through legal channels). Now that Yoda was ID'd and lost, the Emperor could garner even more sympathy for himself and malice against the Jedi by a second attempted assassination. Plus, I'm sure the place would be on high alert. Obviously, Obi-Wan and Yoda had no problem getting through Clone Troops earlier, so there's no problem there. It's the political machine that was against them, I'm sure, and by that point, even if they had killed Palpatine, he would have had underlings and supporters that took his place (or thought they were taking his place). But public opinion would still be swayed against Yoda and Obi-Wan, and killing Palpatine would do little good at that point. So they had to wait until the Empire's tyranny became less popular.

A stretch perhaps, but this is all speculation on my part.