Previously, there were several times when Sun Wukong also sought help, including celestial beings from the Heavenly Palace and Buddhas from the Western Paradise. The reason Sun Wukong chose to seek help those times was because he recognized where those demons originated from. So when he found the real culprits, they either minded their reputation or it wasn't the time to openly confront each other, or they didn't want to leave a bad impression, so they reluctantly went to subdue the demons.
So later on, both the deities and the Buddhas became wiser and wouldn't easily send their people down to the mortal realm. There's much evidence for this, like that one-horned beast. Supreme Elder Lord said that the green ox stole his Qiankun Ring—could that be possible? For a celestial being of Supreme Elder Lord's level, every magic treasure is refined bit by bit, each one connected to his heart, controlled with a mere thought.