Why? Because of the Resource Curse.
If you were a mining engineer, would you want to travel to Afghanistan and spend a year or two setting up a new mine there?
Do they? The Saudi Arabian ruling classes do very well indeed, but how does the average Saudi do? Hint: google "Saudi Arabia inequality" and "Saudi Arabia oppression". It's the resource curse at work.
That's the official line, anyway. The whole issue of who is a citizen, and who has merely been there for years is part of it.
They were desperately poor before they went to Saudi Arabia, the Saudis merely gave them a marginally better option.
the Saudis gave them what looked like a marginally better option.
It's not a difficult issue at all, you're a citizen if the law says so. No one promised guest workers citizenship and I doubt they expected it. Only westerners subscribe to the novel idea that anyone they let into their countries are also owed a part of it (citizenship, welfare etc.).
"the Saudis gave them what looked like a marginally better option."
There are five million guest workers, a lack of horror stories would be surprising. I'm not convinced coercion to stay is widespread before I see some statistics, if coercion to stay is not widespread then I trust that most of the five million guest workers know what is best for them.