In Saudi, desert walking (otherwise known as hashing) is an excellent pass time if you're looking for a pass time in Saudi. Unless you're averse to summer heat - then perhaps you should consider Mahjong.
Saudi's themselves love to visit the desert but they rarely go walkabout while out there preferring to picnic and chit chat or dune bash their 4WD's.
If you go prepared it is possible to enjoy yourself.
Once you reach the desert location you have the option of choosing a long or short walk. The long walk is usually more difficult and tends to tackle the rougher terrain. The short walks tend to stick to the flat areas providing more time to enjoy the scenery and is good for the unfit, very young or gammy legged.
Running in the desert is also possible but that is only for special people.
Summer is here and the feint hearted will decline a walk in the desert parched by the scorching day but the die hard Saudi expat who loves desert walking with friends will be out hitting the rocky trails.