This rumor came after Roberto Firmino joined Al Ahli some people want Firmino to be put together with Sadio Mane to make Liverpool atmosphere live in Al Ahli but apparently this is just a rumor. Bacary Cisse, as Sadio Mane manager has confirmed that so far there has been no offer from Al Ahli which means Mane will stay with Bayern Munich this season. To be honest, I one who supported Mane moved to this league he can go through his retirement here, although not for this season, maybe next season.
Regardless of that this news about Mane being in Saudi Arabian is not really related to his next destination and since he is a Muslim player he came to Mecca.
Bayern Munich spent €32 million when bringing Sadio Mane so they would want to get something if Mane moved, besides the clubs in this league indeed bring a lot of top players but it must be remembered that almost all are free players/free transfer and the transfer fee that should be paid will be used to pay salaries, this is a smart strategy.