She is a king's daughter - Jezebel was certainly a woman of a very high lineage. She was daughter of the king of Tyre; wife of Ahab, king of Israel; mother of Joram, king of Israel; mother-in-law of Joram, king of Judah; and grandmother of Ahaziah, king of Judah.
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 buriah. But she was the daughter of Ethbaal, king of the Sidonians (marginal reference), and so a princess born. This would entitle her to greater respect. Wilfully to have denied her burial would have been regarded as an unpardonable insult by the reigning Sidonian monarch.