I'll admit I did think the show would end with them crashing the asteroid on Mars (perhaps they miss the chance for an orbital injection burn and just opt to turn and aim it directly at the planet) to give a reason to settle the planet itself (lots of surface mining towns could pop up around the impact site), and give Kelly's robots a new thing to look at. But, orbit works too, and saves them the trouble of building a space elevator. For now.
As for the consequences for Dev and Ed and the rest of the asteroid heist team, I think the main one is that they can't ever return to Earth, because if they did they would indeed be arrested the moment they landed (which is fine for them since they wanted to never go back). But the options for detaining them on Mars and forcibly returning them to Earth are rather limited. The use of intelligence assets to detain and torture people on Mars is a whole scandal (at least for the US; the USSR is probably as opaque as ever about the KGB), so anything too heavy-handed would come at a massive political cost. They could potentially just send agents to arrest them and return them to Earth (as the FBI did when a worker at McMurdo station in Antarctica attacked another with a hammer), but it looks like the majority of Happy Valley's population is sympathetic to the heist and would be very resistant to anyone from Earth coming to usurp them (even more so now that their families seem to be able to get flown out there). Building up a large enough force to subdue them, which itself would probably be a politically dangerous move given ordinary people on Earth likely either don't care about Mars or are sympathetic to the people there after the torture scandal, would also get to the level where any one country doing so would get called out by the rest of the international community for building up military assets in space (which since the events of Season 2 seems to be pretty clearly generally seen as a bad thing). Trying to starve them out until they give them up isn't really an option either; to the public that just looks even worse, Happy Valley grows the vast majority of its food itself (as mentioned by Ed in passing early in the season), and the Helios corporation is what keeps Happy Valley running. Those are seemingly all Helios ships making the supply runs between Earth and Mars, Helios workers keep the bases running and maintained, and the vast majority of equipment the base uses seems to be manufactured by Helios (you see the Helios logo on all the suits used there, no matter which country the person using it is from). Even if the countries are no longer cooperative, Helios can pretty much keep the place running all on its own, and as long as their CEO is on Mars and part of the group, they won't be inclined to stop. Unless they get nationalized, but that was already suggested in Season 3 and President Wilson balked at the idea, and by Season 4 I think they're filling the important role of a politically neutral supplier for all the M7 nations as a compromise between them, so getting nationalized by the US would be very diplomatically dicey.
So for the US, arresting them and bringing them to Earth is highly politically unpopular, would require a very large financial and material investment into a space-based military presence that would draw the ire of the international community, and they'd rather stay on the good side of the company that pretty much runs the human presence on Mars at this point (
Look at the leeway the US gives to Elon Musk in OTL, for example). In other words, it's just not worth it.
For the Soviet Union, they're already inclined to be uncooperative since the coup, and now are likely about to withdraw from the M7 alliance since they probably blame the US for the asteroid heist. The Cold War is seemingly restarting (probably mirroring the deterioration in US-Russia relations after the initial era of good feelings following the Soviet collapse), and with their own large supplies of iridium at home, they're probably about to become a market competitor to Mars. For them to agree to the capture of Goldilocks, they needed a big piece of the pie and a large profit for not too much investment, which was why bringing it to Earth was so important for them. Otherwise, the dumping of a huge amount of iridium on the global market would risk wrecking their rare earth export-dependent economy. Without that, all they can really do to limit the damage is withdraw, close in the market of the global alliance they control as much as they can, and try to compete with Mars on favourable terms. Whether the CCCS follows them is another question. They must have already been very nervous about Moscow's intentions ever since the coup.
For North Korea, all their people on Mars are likely either defected (Lee Jung-Gil is finally free) or headed home; there's no way to undo the attempted storming of their section of the base and so they're all but withdrawn as a member. Given the poor relationship they had with the others no one's probably going to stand up for them either (except maybe the Soviets, but they're probably gone too).
