Since they were strangers in a foreign country they would have said/done nothing. The KSA has no "tourist" visa so you would have never seen that there.
They aren't stupid and do know how to behave in a Christian country. If they misbehave and people KNOW that they are Saudis, they just MIGHT get themselves punched out.
However, EVERY country, culture, ethnicity and faith has its share of jerks, boobs and morons, so one would HOPE that said moron's friends would keep him in line.
Actually, my meaning was to have the parishioners at the Catholic Church who were worried about the Saudis who were filming, to turn around and film the filmers. Not that Catholics should go to Saudi Arabia and start filming inside the mosques. If the Saudi filmers were up to mischief, I expect they may have taken offense to having their own faces on video.