Ned wasn’t his Hand at the time when that happened – he had resigned.
And yes, Robert would have cared. He was never much into governance per se, but ask Balon Greyjoy about how much he cared about challenges to his rule.
If it was just Dondarrion and some smallfolk, maybe Robert doesn’t care. But Dondarrion carrying Robert’s own banner makes it personal – Tywin is openly attacking him, disrespecting him, challenging him. Robert HAS to respond or it will become public knowledge that anyone can attack the king’s men and get away with it, and at that point you might as well abdicate.