To allow the construction of places of worship other than Islamic ones in Saudi Arabia, it would be like asking the Vatican to build a mosque inside of it.
Muslims are not bloodthirsty people. Islam is a religion of peace that forbids the killing of the innocent. Islam also accepts the Prophets, whether those prophets are Mohammed, God's peace and blessing be upon Him, or Moses or the other prophets of the Books.
In beloved Iraq, blood is flowing between brothers, in the shadow of an illegitimate foreign occupation, and abhorrent sectarianism threatens a civil war.