He was safe in the USA.
In Saudi Arabia, after posting bad publicity and belittling the Saudi government and Royal Family, it was a death sentence. Most totalitarian governments do not like adverse publicity.
When he entered the Saudi compound in Turkey, he was on the same ground as being in Saudi Arabia and out of US or Turkish protection. He was the subject of the Saudi laws and the royal family.
We may not like it and we can yell and scream foul, but he was not a US citizen. He was a Saudi Citizen and leaves us no real way to go. Same if China shot a few hundred of their citizens. We have no say in it. We can object, but it does not help and they don't care.
We need the strength and solid help from the Saudi's in the region. They help stabilize and they are a good trading partner.