Why foreigners might be perplexed about what is acceptable behavior in Saudi Arabia ?

Answer 1

Because the Royal Kingdom of Saudi Arabia is a nation dominated by the Wahabi sect of Islam. No other nation in the entire Islamic Crescent is in that sort of position. Because of that, there is a strict adherence to what Ibn Abdul Wahab Najdi considered to be Sharia, where other nations of Sunni Muslims would disagree. Only the Islamic Republic of Iran has such draconian application of Sharia as does Saudi Arabia.
In short, Saudi Arabia is the "odd man out".

Answer 2

movies, the media