>Why are the Saudi's simply being expelled
Normally, jurisdiction of foreign soldiers is negotiated between the 2 countries in advance and formalized into a contract called a Status of Forces Agreement (SOFA). I could not find a SOFA between the US & KSA.
It's possible the contract that allowed them to be trained in the US included clauses for how these would be handled.
That said…these Saudis are probably begging to be tried in the US, because the KSA judicial system is very, very harsh