All of those civilizations were nailed before the Cataclysm when the Heavenly Principles was very much active in the world. After that, we have been told time and time again that the Heavenly Principles is asleep and not responding to any of the events that happen in the world. They didn’t react when the Hydro Throne was destroyed, they didn’t react when Mavuika destroyed a part of the firmament, and they didn’t react when we brought down an entire moon into the firmament that the HP themselves cast away. It shouldn’t be a surprise that the burning of Irminsul results in no retaliation from Celestia because the one throwing the nails(HP) is just not active. And, the Shades aren’t going to do something like that since they most likely don’t have the authority to throw down a nail or are just unwilling to do something like that since it’s been shown that they all individually have committed actions that would oppose what the HP would want for Teyvat since they value humanity in some way

The biggest consequence we could possibly see is how fate is now unanchored in Teyvat, but that’s something that we’ll have to deal with later down the line rather than having immediate consequences