A distributionally robust scheduling strategy is proposed to address the complex benefit allocation problem in regional integrated energy systems (RIESs) with multiple stakeholders. A two-level Stackelberg game model is established, with the RIES operator as the leader and the users as the followers. It considers the interests of the RIES operator and demand response users in energy trading. The leader optimizes time-of-use (TOU) energy prices to minimize costs while users formulate response plans based on prices. A two-stage distributionally robust game model with comprehensive norm constraints, which encompasses the two-level Stackelberg game model in the day-ahead scheduling stage, is constructed to manage wind power uncertainty. Karush-Kuhn-Tucker (KKT) conditions transform the two-level Stackelberg game model into a single-level robust optimization model, which is then solved using column and constraint generation (C&CG). Numerical results demonstrate the effectiveness of the proposed strategy in balancing stakeholders’ interests and mitigating wind power risks.