Just go and read this excellent post by Alhamedi. The best thing of it, is the end.
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Well, the Saudi Ambassador states the reasons:
As King Abdullah has said, and I think on American television, he said that we're pretty much like the Vatican. And one cannot imagine Muslims building a mosque inside the Vatican. Or Jews building a synagogue inside the Vatican. When the practice of religion is concerned, the regulation is that people can practice their religion in their homes any way they like. Without any hindrance. And that is the regulation in the kingdom.
[mode ironic on]Well, let oblige all the Muslims in our countries to go to their houses to pray there. let's create a "moral police" hat can enter their homes at any time to see if they are preacing to non-Muslims, if they are beating their wifes or preparing a terrorist attack. Just in case.[mode ironi off]
Read the comments the readers have made: they are worth it.