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Executive orders, except in certain narrow instances, do not have the force of law. The only enforcement power they have is for the president to fire an official who doesn't follow it to his satisfaction.
Bush certainly could not be impeached (well technically he could but there wouldn't be an underlying crime or misdemeanor) for failure to comply with an executive. All executive orders are is a presidential statement on how some part of the executive branch should operate and they have equal effect under the law as if he walked down to someone's office and said "hey, I'd like you to do this."
It's purely bad PR, and congressional Dems are taking advantage of it to make a stink even though it really is an area outside of their involvement. If they really want something done Congress does have a legitimate check on Executive Orders: they pass a law that codifies it or contradicts it. But that isn't going to happen because it isn't about the security review, Congressmen really don't care about that, it is just about the political points.
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