You Do Need power plug adapter while traveling from Cocos (Keeling) Islands to Saudi Arabia.

Here is Why You Need An Adapter

The outlet and plug type used in Saudi Arabia is G and in Cocos (Keeling) Islands is I. This is how they look like.

Cocos (Keeling) Islands

In Cocos (Keeling) Islands, outlets of type I are in use.

Type I

Saudi Arabia

In Saudi Arabia, outlets of type G are in use.

Type G