I had the same reaction after reading this story. Going to Bahrain from Saudi Arabia is not that suspicious. One usually goes there for a bit of fun, booze (alcohol possession is punished by head chopping in Saudi Arabia), and other questionable activities. So, the security is relatively lax between Saudi and Bahrain. It was still a gamble and Rania got a lucky hand. Going from Bahrain to Dubai is, indeed, going the other way from Europe.
The whole drama seems fishy and the last sentence just might be the reason why. This is, in my opinion, the most efficient method of keeping most Muslims enslaved. The regime, or its local cronies, don't need to threaten you if you misbehave. They can go after your younger brother or older sister or mother or father or cousin or uncle or... You basically put your extended family at risk when you say or do something the regime doesn't approve of. Often, it's the family members who tell you to shut up before someone gets hurt. This way the few rebels are kept quiet. It's a curse for family-centered or clan-based societies.