It could be the difference between Shia and Sunni. Iran is mainly Shia and allows full mannequins, but usually the female ones have to wear a headscarf of sorts. Saudi Arabia is mainly Sunni and does allow mannequins but only headless ones and often without arms as well.
I had no recollection of that even though I have been inside Saudi shopping malls, but Mark is correct about the headless mannequins. I just Googled photos of "Saudi shopping malls" and they are indeed all headless.
I wonder what happens to all the heads? I doubt if Saudi has a thriving industry of mannequin manufacture, so they must buy them from elsewhere. I wonder if they get a discount for not buying the head then? Or do they but them as part of the package and store them in a room somewhere?
Now that would be frightening, wouldn't it? Opening the wrong door in the dark and seeing rows and rows of heads looking back at you, the sliver of light from the corridor behind glinting off their eyes and following you? Then just as you realise what they are, one turns to look at you properly.
And the door bangs closed......... (*manic laughter.....*)