If they factored things like... gender equality, climate, sexual freedom, entertainment venues, condition of expat slave laborers, human rights, press freedom, or availability of quality pork products then Saudi would of course rocket straight to the bottom of the list.
And that is by continent definitions.
If you try to go with the plates:
Remember Iceland is mostly on North American plate and everyone says they're Europe.
Malta is on African plate and everyone says it is Europe.
Even my country, Portugal, have territory on North American Plate (Azores) and African Plate (Madeira) and it's Europe.
Take in account that continents, even if continents are a geographical definition, they are in true fact a cultural construct (especially if we are talking about Europe and Asia, that stand in the same plate). So, if all this is a cultural construct: Cyprus stands on Europe; as culturally they are closer to Europe than any other continent (same as Iceland and Malta, that stand in other plates).