Residents with legal residence status must submit PCC. If you don't have legal residence status, then you don't need to submit PCC whether you are in Saudi or outside of Saudi. Please see the below extract from CIC website.
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If you are not a citizen of Saudi Arabia:
If you live in Saudi Arabia:
Certificates are available only to current legal residents.
If you have current legal residence status in Saudi Arabia, follow the directions above for citizens of Saudi Arabia who live in Saudi Arabia.
If you do not have current legal residence status in Saudi Arabia, you are not required to provide a Saudi Arabian police certificate. If you are asked for a police certificate from Saudi Arabia, write: “I cannot provide a police certificate for the time I spent in Saudi Arabia because certificates are only available to people who have current legal residence status.”
Source:
http://www.cic.gc.ca/english/information/security/police-cert/mid-east/saudi-arabia.asp