The Saudis and the UAE most definitely never saw themselves getting caught in the situation they're in now. They probably figured that military intervention would result in the Houthis collapsing and a friendly government placed backed in power in Sanaa; mission accomplished. They should have paid closer attention to how Nasser got stuck in Yemen in the 1960's and failed to achieve anything; a conflict in which Saudi - along with unofficial help from Britain and France - played a major role by supporting the Royalists. Looking at how long they've been involved in the Lebanon and Afghanistan; it's also plainly obvious that the Iranians can be very persistent when their national interests are at stake.
The rulers in Riyadh and Abu Dhabi are probably going to sleep every night praying that Trump has a go at Iran. Either that or some face saving plan has to be reached with the mullahs in Tehran but that's highly unlikely given the deep rooted animosity between the Gulf Arabs and the Iranians. Plus, the fact that openly acknowledging failure in Yemen will be a disaster for the Gulf Arabs.