The answer to this questions comes after having read Oedipus Rex. I answered it in the context of the story. Let me just say that I REALLY did not like this book, but it does make for an interesting discussion. I had to read it for school.
First of all I would say that it all goes back to the gods deciding Oedipus' cruel destiny in the first place. In choosing it, they harmed many people; anyone in contact with Oedipus, his family, and all the people of the land were devastated.
Now, if he did, as he said he did, kill his father out of self-defense then there was no wrong doing there and he should not have been punished, but merely grieved his father’s death upon finding out. The gods definitely should have intervened, forgave and helped him, at least for his poor children's sake.
Please comment on any thoughts that agree with or differ from my answer!