You really shouldn't. Perhaps you haven't spent any appreciable time there, or lived there. Perhaps you weren't aware that the US consolate was pulled out of Jeddah the year before last after it was raked with automatic weapons fire, or of a terrorist attack just north of there. Or the executions of people from a compound adjacent to ours, two years ago. Or two different roundups of terrorists in-country in the last year and a half, some 200 each time, ready to attack with explosives, weapons, and vehicles...and plans to attack compounds, US citizens, oil facilities, and aircraft in Saudi Arabia...and on it goes. Perhaps you missed the declaration by the Chief Justice in Saudi arabia two years ago, stating that it's okay to kill the owners or purveyors of cable television if it contains what Islam might deem inappropriate material. Or the couple caught living together in a compound near us...who were each given 600 lashes, six months in prison (where they don't provide you with food or water, and you can die if someone doesn't come care for you)...then deported out of the country. Or perhaps even the fact that under Sharia law, your life is legally deemed at 50% that of a Muslim.
The big difference between walking around in a big city in the US, and walking around in Jeddah or Riyadh or any other town there in the Kingdom is that in the big western city, you're one of a million people, any one of whom could possibly run into trouble by freak coincidence. In the Kingdom, you're a very small minority, and a standing declaration of war exists over your head. You're a hated minority, considered a threat, and more than one organization exists which has as it's highest priority finding you and hurting you if it is able to do so.
It's not at all the same as a big western city.
You can get away with a lot there, or you could be the next al qaeda poster child. More people go there and come away without getting in trouble than do...but the threat is very, very real.
You can do better...go somewhere else.
NAS won't be your friend, either. Their people are unhappy. They don't tend to pay on time. They have long contracts, have reduced their time off, increased their work time, be careful when you consider the pay, because it's not what you think. If you haven't had the pleasure of working with arabs before and coming to understand what it really means to be a second class citizen, give it a shot.