Also bear in mind that it's the Saudis - they've always been hyper-protective of their embassy. Show up outside say the Finnish embassy or the French, and there's a good chance they'd invite you in for tea. Well, the French would demand an explanation of what you're doing, and then sneer at you a bit, and maybe order you to wander off when you're done. The brits would probably be a bit more hospitable, given how their embassy looks like an English country house, but they're also next door to the US Naval Observatory and the Vice President's house, so they get spill-over protection.