In most of the European countries, internet is not something to worry about... you can get internet at a very low price and a very high quality (as opposed to qatar).

So... if you as a client, have a 1mbps connection and the server from saudi has the same thing, due to the traffic and such things, ping will be higher despite how close the server is to you.
However if you have a 1mbps connection and the server has a 100mpbs (some have 1Gbps), and your internet is working really well (even for that 1 mbps), you will get a lower ping because the traffic from the server will be much easier due to the high bandwidth.

Geography and Internet don't have many things in common. Just because a server is closer to you, it doesn't mean that it will work better.