They're a sovereign nation. What are we gonna do, launch a military invasion? And it's not like sanctions are a realistic solution, either; the west is far more dependent on Saudi oil than the Saudis are on western money. The world is chock full of other customers that will be more than happy to step up.
Yes, pretty much everything the Saudis do is abhorrent, but unless you're suggesting that the answer to their crimes is to commit even worse crimes against them, you're just flailing around spouting off impotent virtue signals.
Just like in any other country, the only legitimate way to solve the problem of govenment corruption and oppression is for the people of that country to force a regime change.
Would you rather go back to white people invading third world countries? That's the alternative. I sure don't want that, you're a shitty person if you do.