I got in and out of my lair several times but it still wasn't working. I had to go back and pick "Power" instead and then it worked just fine. As soon as i got back, there they were.The way this event works is odd. Instead of them showing after certain amount of days, you have to re-enter your lair (wherever it is). Then they will show on your doorstep and you'll get to greet them.
That being said, i was running a much older version of the game, and although i did download the new one and the problem persisted, maybe it was caused by something i did way back that wouldn't have been fixed unless i fully restarted, idk.