thats the saudi arabian government for you, thats what happens when religion has an overly tight grip on the government/legal system
i say that as a practicing evangelical christian mind you, a committed muslim whose beliefs align with those of the leadership of saudi arabia may just agree with such views
personally taking religion out of it for a minute i do think its backwards and going to lead to more isolationism - but saudi arabia has plenty of oil that everyone continues to suck up to them
Edit to answer the question - i'm not 100% sure, but i'm fairly confident that a standard VPN connection to a country that does no blocking (eg USA or UK) and routing all traffic over the VPN would sufficiently bypass it, and also prevent Saudi Arabia from snooping on your data
i suspect however that you would likely have to setup your own vpn server end point though at the other end as it wouldn't surprise me if they block the IP's of the well known VPN services for this reason