As knights of the Golden Fleece, they called upon their immunity and trial by their peers. As far as I understand, the order agreed to this, and requested for them not to be tried by the "normal" jurisdiction.
This request was denied.
However, Philip II of Spain, who presumably was the recipient of that request, was not only a member of the order, he was the Grand Master of the order.
In what way was Philip II involved in the trial, the execution, and the request for release of Egmont and Hoorne?