I don't doubt the Saudis are interested because they are interested in literally anybody who would come ( I do wish they would feck off, the crooks). I doubt Diaby is interested in them though at this stage of his career.
Yes, most people have careers they wouldn't / couldn't turn down massive salary increases for, but most careers aren't judged on engraved bits of metal that people have heard of.
There's also such thing as sponsorship. Good players can massively increase their money by signing lucrative sponsorship deals when they play in one of the most televised leagues. Premier League, Champions League, etc.
The Saudi league will never, ever be that.