Are there bad guys in Saudi government? There sure are.
Are innocents being killed, and is that horrible? You bet. But they're being killed just as much by the Iranians as the Saudis.
But the Iranians are not going to stop in Yemen, and if they're not stopped, there will certainly be more innocents killed in other countries.
Lets say the Saudis were completely cut off. What then? Iran gets Yemen, and then topples the Saudis? How does that help anyone out?
Sometimes, there are not any really great answers.
Sometimes, just like in WW II when the US and GBR allied with the Soviets, you have to do what you can to tackle the bigger problem.