This was pre-covid. I used to take such flights, routing either JED-RUH, heck even MED-JED on the inbound leg and once even did a transfer in MED which involved being escorted past immigration and back into the departure hall as there was no transit setup.

As long as it's on an international flight number, and you booked it as part of an international itinerary it's not a problem. You stay onboard the plane. The domestic sector is treated as an "international sector" with all passengers cleared immigration and considered to have already left Saudi Arabia. Can't advise if things changed post Covid though.