Saudis, Americans etc. don't have to. Why should they?
Americans regularly protest warfare without fear of prosecution. American companies and individuals regularly avoid selling products to US-DOD and/or ICE. Witness the controversy surrounding Panantir, or DOD's JEDI project, for two recent examples. American companies and individuals regularly sanction Israel for its behavior in Palestine despite being one of our closest allies: witness the BDS movement.
Their government will simply call them traitors and imprison them.
I mean this most literally - even calling what's going on in Ukraine right now an "invasion" is already a crime in Russia.