I don't know anyone that likes the religious police over here. I am glad that this lady stood up for her rights.
You can ridicule any group of people you want. No nation, race, or ethnicity has any special privileges in Islam. All humans are created equally. However as a Muslim, you shouldn't be racist & you shouldn't ridicule any race pointlessly, nor should you ever mock God, or His messengers & books.
Makkah & Madinah are the 2 sacred cities of Saudi Arabia, I don't recall the rest of the country being sacred. There are 3 sacred or holy cities in Islam; Makkah, Madinah, & Jerusalem.