Not sure what "lecturing" has to do with it. The US has the physical power to withdraw, and Saudi Arabia has the physical power to decide where their oil goes. That we started this mess is another argument for them finding a way to retaliate if we somehow decided to leave them hanging. I don't know if that's the most realistic consequence, but there would definitely be some that, at least if they were known in advance, would make us wish we had done something else.

That's the point. We have the power to leave, we absolutely don't have the power to leave without severe consequences. Similarly, if someone points a gun at you and tells you to stay, you still have the physical power to leave unless they also strapped you down. But that's cold comfort.