Additionally for your own sanity and security you probably do not want to leave your luggage in an airport baggage system for so long. Even if it were possible which it isn't. Thefts do unfortunately happen, and worse still items for which you do not wish to be responsible for could be placed in your baggage, and of course you would be personally responsible at customs inspection for anything in your bag at your destination. The opportunity for tampering increases the longer it is left lying around.
My comment is non-specific to Saudi - this is something that could happen anywhere.