You do know they already did...
Otherwise how do you supposed Crimea Airfield being bombed and Belgorod being bombed??
They don't just combust simultaneously like Russia claim....
Problem is, Saudi did not deploy their entire AA Might in Yemen, you are not talking about Houthi Rebel attacking Saudi Arabia troop and target in Saudi Arabia, you are talking about a forward deployed situation in Yemen.
Traditional sense would put only 20-25% of Available Saudi Air Defence in Yemen, most of those are back in Saudi, and that still managed to shoo down majority of those drone attack.
Ukraine on the other hand have VERY LIMITED Air Defence capability. And almost all of those are put in the line and defending their troop. And that gap is going to be plugged by NATO in the next arms shipment.