She didn't wear a head scarf at the event. That is required for Saudi women, and suggested for foreign female visitors. Because she didn't wear a head scarf, some Saudis at the event refused to shake hands with her. Maybe that's one reason she looked a little put-off.
So I say three cheers for her. When in Rome, do as the Romans do, as the saying goes. But ignore that saying when your hosts are backwards, and medieval in the worst sense of the word.
When in lovely Rome do as the Romans do. When in Saudi Arabia - thumb your nose.
I have a different theory. I think Moochell wanted to wear the scarf. She/he wants to be accepted as a Muslim wife. But the Saudis probably know that s/he is not... err... qualified to wear the female head gear.
If you feel that way about your hosts, why go? You are certainly not going to improve relationships between the countries by showing up and then insulting them. Better to have not gone in the first place.