Yeah! They are staying at the Intercontinental Hotel in downtown Riad, Saudi Arabia!! See the big swimming pool beach towel behind them?? They bought the watches in the gift shop!!
Ooh. So close. Actually it's the Radisson.
If you look real close you'll notice the background isn't a cave but the grotto next to the Flamingo Lounge.
Extra credit if you can tell me the name of their special concoction is?