My friend,
Look on this link and below bold text which is new updated by the CIC.
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.”
http://www.cic.gc.ca/english/information/security/police-cert/mid-east/saudi-arabia.asp
So my understanding reading above, you do not need to worry, you just write the way it is mentioned above and reply to your visa officer as your wife is presently not residing in Saudi Arabia. If you have any consultant, please take his advise what they have mentioned on this.
I hope this helps you brother.
Good luck !
Regards,