As a Kuwaiti, I know a lot if this is to happen. First of all, they have enemies in all sides, Kuwait, the Trucial States, Oman, Yemen, Aden and Britain to an extent. Sure they own Mecca and Medina by then, but that doesn't justify anything. They will not get any support and get immediately attacked by the Other Muslim States immediately
Secondly, They are not Sayyids, As in no lineage to the Hashemites, They are from the Al Enezi Tribe, which coincidentally I am a part of as well but in another branch, the Dahamsha Branch. They have no claim at all.
Lastly, they would not do it anyways. They are Wahhabis, they are "pure" as they would call themselves. So the only Caliph MUST be Al Mahdi, no questions. That's how they believe it.