The Kings could do nothing. Over half a decade of preparation, all to receive absolutely nothing in the end. No matter how refined or "Kingly" they tried to be, no human in existence could take this sort of matter lying down without throwing a rampage.
However, the matter was kept under wraps. There was no way the Kings could allow it to become public knowledge that they had been humiliated in such a way.
In the end, they concluded that they had simply misjudged the Immortal who started all of this. Clearly, even someone of his caliber couldn't ignore the wealth of an entire Sect and ended up making a move in the end. In fact, they even believed he felt embarrassed to the point he gave the Natural Order Sect disciples a proper burial.