Radak says "Ain Somchin al hanes" Do not rely on miracles. He also compares it to Yaakov being afraid that Eisav was coming, David fleeing from Shaul and other incidents
In Pesachim 8b and Yoma 11a we are told that the protection during the mission is only if the danger is not imminent. In this case, Shmuel asked for natural means to protect himself because the danger was imminent and from a human being.
Another point is that after the mission was completed, there would no longer be a reason for protection. Thus, Shmuel needed a 'legitimate' reason for going that would stand up to scrutiny.
An analogy is to Yoseph in the pit. Reuven suggested putting him in the pit because Hashem would save him from the natural dangers of the snakes and scorpiuons. However, because man has free will, the brothers could have killed him. Similarly, while he would be protected from natural danges (such as earthquake or flood), he would still be in danger from Shaul.
Radak also says that Shmuel did make a public affair.
Radak says that Hashem told him to bring a korban because this was the time that it was permissible to bring a sacrifice on a bamah while the mishkan was in Nov (after shiloh was destroyed and before the temple was built in Yerushalayim). The RZ'L (rabonnon zichronam levrachah) learn from this pasuk that it a mitzvah to change matters for the sake of peace because Hashem told Shmuel take the calf and this shows that it is not proper for a person to go into a place of danger and rely on a nes because "You shall not test Hashem".
And there are those who say that Hashem said "I told you to go quietly and you said perhaps Shaul will kill me, now I tell you to go publicly and take a calf to bring Shelamimon the day that you anoint him as king". This is what it means "Call Yishai to the sacrifice publicly and you will see who tries to kill you" This is also what Hashem told Moshe Rabbeinu "Go before the people" because Moshe had said "Only a little more and they will stone me". Hashem said "Go before the people and we will see who stones you"
We see that according to the first answer, this was not a deception, but was a normal way of giving a valid excuse in order to allow him to proceed "bderech Teva" (naturally). Since he normally would give a korban and could invite Yishai to attend (as a gadol of the city), he could then anoint whichever of his sons Hashem would point out.
According to the second pshat, Hashem is telling Shmuel to go in public and nobody would dare do anything to him.
The Alshich says that at that time it was not known where the Bais Hamikdash was going to be built. Many people thought it might be Bais Lechem and would sacrifice on the Bama there (which was allowed). Thus, Shmuel was allowed to go there and sacrifice in any event. This was not a deception as he indeed brought a sacrifice under the command of Hashem and invited the Yishai as the gadol of the city to join him. The fact that he then anointed David did not detract from the legitimacy of the Korban.
The Ralbag says that (in the name of Rav Shlomo, a gadol of his city) that a report had come to Shmuel that Bais Lechem required an egla arufah. Once he got there, he found that no murdered person had not been found. As a result, he offered the calf as a Shelamim in thanks for the good news and was able to anoint David at that time.
Again we see that this was not a deception but a real sacrifice.