For all I experienced, Jeddah is one of the least conservative cities in Saudi Arabia and with all the expat communities here. Therefore, I would say this country is one of the safest choices when choosing to live in the Middle East.
Is Saudi Arabia good for expats?
Expats in Saudi Arabia have a high standard of living thanks to large disposable incomes that allow them to indulge in luxuries they might not be able to afford back home. Many expats, particularly women, may find life in the kingdom restrictive. And some people dont like the insular nature of a housing compound.