To put your hand out and destroy the Lord's anointed — how could you know better? How would you possibly think that was okay? Then to come tell me proudly about it: "Yeah, I killed the king." Aren't you proud of me?
And David — maybe he knows the history of David and Saul, and he's thinking David's going to be happy that he's finally destroyed his enemy or something like this. But David is way too respectful of the Lord's anointed to do that. And he immediately says to one of his men, "Go, execute this man." He's just admitted to murder of the king. And so that's exactly what happens.
And it's a good moment to remember that this is an example of a general attitude in Scripture — that we should be respectful of the governing authorities, whether we agree with them or disagree with them, whether they're on our political side or on a different side.