I participated in the “Mad King Says…” event a number of times this year, and a thing I’ve noticed happens occasionally is…
Sometimes Mad King Thorn is invisible during the event. You can see his first part of the monologue which gives you enough information to complete the event, however, he will not issue the second part of his monologued command via voice or text bubble such as “SIT” or “BECKON” or whatever. In order to see what you need to do you need to look at the event portion of the UI where the timer shows with the command listed there.
Sometimes he will eventually show when he teleports to a new location and the scripted event will proceed normally. Other times he’s invisible the whole time.