Jura Tempest isn't next to Clayman's former territory, though. I don't recall exactly if it was Milim or Frey's territory that was next to it. If Milim+Carrion+Frey are now technically one country, even if it's divided in provinces (who knows), maybe they will claim Clayman's land. Or maybe I'm remembering the map totally wrong, haha. I'm pretty sure Carrion was right next to Jura Tempest, and not next to Clayman's land, so Clayman needed to march through Milim's domain, at least, to get there. That's when they looted all of the dragon worshippers' vegetable stockpiles.
I don't think Rimuru wants more land anyway. Jura Tempest is pretty big as it is. His troops already took all the treasures from Clayman's coffers anyway, I believe.