Probably very rare cases, since muslims do belive in Jesus just like Christians. To them Jesus was a prophet.
In Riyadh it is a common case. It is not muslims in general that prohibit though.
Religion is organized in Saudi Arabia and there is some sort of religious police or council. It is not just the royal family that rules there. There is a conflict of interests between the two powers. And there are religious laws applied anywhere and for everybody regardless of your religion. For example your wife is forced to wear the black Arabian clothes and cover her hair if you go there. And if she refuses she will be jailed and fined
But the royal family cant do anything although they want many changes to happen towards liberalism.
Although they do recognize Jesus Christ as a prophet they do not accept him as a messiah or son of God, therefore they can not accept Christianity as a religion.
If you are caught with a cross in Riyadh off you go to jail.