Remember the Russians?
Not all spies are geniuses. Remember how incompetent some of that Russian gang were in 2010?
They may have sent this guy as an expendable resource to establish whatever they could from his arrest about OpenAI's security practices, knowing that he wouldn't get very far.
It was reported elsewhere that they sweep the rooms for bugs every two days and found the device. The Saudis now know at least this much and have probably learned more than that.
This dude will get a nice cushy job when he returns to Saudi.