Genuinely think it's because they're funded by a petrostate headed up by a family who think they've been selected by God to rule over other people.

How do you explain to people like that that some foreign rules apply to them? It's highly likely that no one tells them "no", about anything, ever.

This doesn't change the fact that someone should have, but there's a string of shithouse blind-eye-turning from everyone from the Premier League to various Citeh functionaries whose job it is to try and explain to their owners what they were doing was going to have consequences they couldn't just throw money at. It might work in a country where they personally fund and control the justice system, but it's not going to work outside of that.