The moment Kaido's fight got interrupted by the WG his first order of business was ruining their day.
At this point three Yonkou, Shanks, Big Mom, and Kaido all had serious interest in Luffy, it would have been ridiculous to just go after him in Wano.
Enies Lobby/Sabady/Impel Down/Marineford were their chances to take out Luffy and they absolutely blew it. Once Luffy got to the New World, the Gorosei had already lost, IMO, they were never going to be able to pull of a legit assassination in or near Yonkou territory.