First of all, UA can't just start a new route to a foreign country, especially not in the Middle East. If a U.S. citizen has high hurdles to clear just to visit Saudi Arabia, what are the chances of UA actually flying there? Roughly zero is my guess.

Secondly, if jet fuel really was that much cheaper (which it isn't as pointed out above), it would make no sense to fly the fuel back to the U.S. You would burn off all of your savings, akin to driving well out of your way to save 5 cents a gallon on the gas (though some morons actually do that ).

Putting it on a ship would be far more economical, and we don't even do that because the notion of super-cheap refined petroleum products in the Middle East is just a myth. We do import some refined products from Venezuela (or is it Aruba?) but that's about it.