What consequences could there be? I already said so earlier, but the worst that could happen to Milim is a strained relationship with Rimuru. That's it. She was doing just fine before meeting Rimuru, she would do fine after. There's nobody above the demon lords in that world, so nothing official can happen to her either way, whether she's manipulated or not. Even in our world, ever since Russia annexed Crimea, sure, the ordinary Russian man and women might be somewhat inconvenienced by the various sanctions, but Putin himself and his family/underlings have continued to make billions and nobody can still afford to look down on him, the despot of a nuclear powerhouse country. That's all. There simply can't be any consequences, neither for Putin nor Milim.
I don't know if you are looking for some kind of justice, but that exists even less in RL than it does in fiction, so while the audience loves to see it in fiction, it's actually more realistic if a punishment doesn't happen after the crime. The best we ought to expect is indeed that "why".
Let's also not forget that Milim's fame began with destroying a whole prosperous country, with a good portion of its population. The other peoples in that world, who know any history, should rather be asking who's next. They probably were. That's what Milim is.