Albert Barnes Commentary 2 Kings 9:34

"And when he was come in, he did eat and drink; and he said, See now to this cursed woman, and bury her; for she is a king`s daughter." — 2 Kings 9:34 (ASV)

Leaving the mangled body on the bare earth, Jehu went to the banquet. It was, no doubt, important that he should at once show himself to the court as king. In calling Jezebel “this cursed one,” Jehu means to remind his hearers that the curse of God had been pronounced upon her by Elijah (2 Kings 9:36), and so to justify his own conduct.

A king’s daughter Merely as the widow of Ahab and mother of Jehoram, Jehu would not have considered Jezebel entitled to burial. But she was the daughter of Ethbaal, king of the Sidonians, and was therefore a princess by birth. This would entitle her to greater respect. Willfully denying her burial would have been regarded as an unpardonable insult by the reigning Sidonian monarch.