There's no need to make the question binary; plenty of liberal states have strong social systems, and yes changing federal state management structures though would be one change that could make Saudi Arabia more attractive an investment partner.
Going into business with the royal family strengthens its power globally and domestically and decreases the chance that the Saudi population could effect a change, whether they wanted to or not. It also legitimizes the actions of the Saudi royal family. That's a consideration that a private individual is under no greater political obligation to make one way or the other, and a consideration that should be made with deliberation (as should any decision of this kind be made).
We're missing I think a good argument for forcing private founders to be critical of how they run their business but to avoid due diligence on whether funding sources come from the Saudi monarchy. How the government of the US and other countries negotiate relations and sovereign trade with Saudi Arabia is a separate though indeed important topic.