Galaeri
USC | Ururka Bililiqada iyo Kufsiga
Its because the Saudi government deliberately doesn't advertise their naturalisation laws so that any ajnabi applies. I talked to a Saudi diplomat I went to school with and he said they will accept any Arab League citizen that fulfills the requirements. I have Somali relatives in Dubai and KSA that are citizens.
Are you sure your relatives didn't get it decades ago?
The wikipedia for KSA even says that foreigners rarely get citizenship.