We lived in the Middle East for a long time, and many of dh's colleagues moved to SA for work. Because of the status of women, though, we would never have made that move as a family, though dh has sometimes visited on his own for work.
Where we lived, mostly Oman, I always had my own car and it was immeasurably more tolerant.
A friend of mine who worked as a single, already middle aged woman in SA, was unable to visit a male friend in his flat simply to return a book, since the religious police - who were often on the prowl - would deem it immoral and therefore forbidden, and she would be in a lot of trouble.
However the reason we are still 'in bed' with the Saudis is presumably because the alternative - e.g. probably an even more extremist ISIS type regime - would be a lot worse. The devil you know, and all that....