The only Saudis that get this type of assignments are sons of princess or others of high rank. The ones who are missing probably hopped in corporate jets and flew off.
Actually, my experience running IMET programs, almost 100% of those that “disappear” were disappearing because they love living the debased life here in the US (women, drink, nice weather, freedom, etc).
Now they disappear for the same reasons as before but now there are real dangers we must protect against.