Given the fact that Vatican City is only 110 acres while Saudi Arabia is 531,200,000 acres, I think it becomes a question of space. So nice try, but you are comparing strawberry seeds to watermelons.
I did take the time to check and it looks like there are ~10 Synagogues in Rome proper. You can count
How Many Synagogues there are in Italy on this page, but it looks like a Metric Revload more then Saudi Arabia, which, last I counted was ZERO.
P.S. Recent Popes have welcomed Rabbis(and Imams among others) to the Holy See. Have any other religious leaders been invited to Mecca by the Imams there?
Enquiring minds want to know.
P.S.S. Still waiting for my answer.