You Do Need power plug adapter while traveling from Vatican City to Saudi Arabia.

Here is Why You Need An Adapter

The outlet and plug type used in Saudi Arabia is G and in Vatican City are C, F and L. This is how they look like.

Vatican City

In Vatican City, outlets of type C, F and L are in use.

Type C

Type F

Type L

Saudi Arabia

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

Type G