You are correct that the rules changed and the CIO now asks (most) applicants to submit their PCCs to the CIO. However, the Kingdom of Saudi Arabia is one of the exceptions since you need the letter of request from the CHC, which you won't get until after you apply. The instructions cover this by saying:ali786leo said:Hi Wilson PCC FROM KSA
One question is that now the law is changed now we have to submit PCC to CIO and I read the comments in forum they we have to request a letter to CHC london now we have submit the inital file CIO how we can ask to send a request letter for police certificate from CIO
"Unless otherwise specified on our website, it is your responsibility to contact the police or relevant authorities unless otherwise specified on our website. "
http://www.cic.gc.ca/english/information/applications/guides/EG73.asp
and also in the instructions to get PCCs:
"If you live in the Kingdom of Saudi Arabia
If your application is being processed at the Canadian High Commission in London, you are not required to obtain a police certificate until the London visa office sends you a police certificate request letter with instructions on how to apply."
http://www.cic.gc.ca/english/information/security/police-cert/mid-east/saudi-arabia.asp
So, just quote the above two instruction lists in your application to the CIO (when you are the exception it is always worth explaining) when you send them all the other documents and ask them to send you the letter of request so you can get the PCC and you should be ok.