Heroes Have Consequences.
Heroes cause major changes, and every major change is likely to be negative for somebody, and often that person is an innocent. No matter what the setting, defeating evil is meaningless if the evil is not ruining lives (or about to ruin them). It may take a war to defeat the evil, but in the process soldiers die on both sides, and the soldiers are the sons and daughters, fathers and mothers, brothers and sisters of innocents that were not evil, but caught up in forces far greater than themselves. When the righteous prevail in a war, they make the world a better place, but there is always a cost.
Being heroes, I presume they had no real choice but to kill the minor lord. He was ruining lives somehow, sacrificing the lives of his soldiers over petty personal disputes, taxing his people into poverty, or hanging them or crucifying them for dissent, or raping their daughters, whatever.
But in the process of making the world a better place for his subjects, they harmed an innocent -- They orphaned an innocent girl.
What you can do about it, as an author, is find a way to let them be heroes again. They don't have to kill the lord and walk away. Let's say, upon the lord's death, some member of his evil entourage has designs on taking his place -- He wants to murder the daughter to clear his path. And even though she blames them for his death, in front of her they save her life. She knows it. This proves to her which members of the court are loyal to the crown. Now the dilemma is on her, does she order the traitors killed? Orphan their wives and children? She does, because their crime must have public consequences, but at their execution she announces that their wives and children are henceforth wards of the crown and under her protection.
Your returning prince feels like he abandoned his people. Maybe he did, maybe he was thoughtless. He was off making the world a better place, but there are always consequences to innocents, including his people. He can't undo those consequences, but he is a hero, his friends are heroes. How can he, or the group, be heroes again in these circumstances? Can they kill the worst of the overlords? Is there some way to put this country back on the right track? Can they kill the idiot magician and install a diplomat that can reunite the country? Say, the one noble that has done the best job of running his territory for the good of his people, instead of himself. Even if the prince will leave again, perhaps his little band of heroes can forge an alliance of nobles by eliminating an obstacle in their way; a tyrant or two that separate them.
The heroes are your engine of hope, their job is to make the world better, even if they are the ones that screwed it up.
It doesn't mean they erase the consequences. The little girl is an orphan. Lives were ruined and lost in the country. But they step up and create a hopeful path for going forward.