Mei Wang marveled at the sandstone vistas, lush palm trees, ancient tombs and five-star resorts. These images beckoned to the 30-year-old entrepreneur as she watched Divas Hit the Road, a Chinese travel show. So she set out with her mother, flying from Guangzhou to the ancient oasis town of AlUla in Saudi Arabia. In Arabic, AlUla means “glory,” and the kingdom envisions a lot for this historical region, which is the size of New Jersey. It will become one of the world’s great tourist attractions—in the words of Melanie de Souza, AlUla’s top marketing official, a destination for “luxe seekers, wanderlust nomads, intrepid voyagers and silver foxes.”