@Terrificli -- It turns out that the government in Saudi Arabia has been trying to bring in companies to get at that resource in years. The idea is that natural gas could be used for heating homes, saving oil for other purposes (such as exporting and raking in piles of cash from the sale of it).
There has been some progress in tapping into that oil, but the results have been mixed from what I understand. They will get to it one day, though, and that will be a boon to Saudi Arabia.
Because the Empty Quarter is such a horrible place, it has not been explored real well for resources. Perhaps we will see more come from it in the future.