Well, we agree he doesn't look particularly Italian at all.
As for the appearance of Peninsula Arabs, I'm not convinced. Many of them show some SSA as you say, but also the faces are usually broader, from what I've seen, and they're certainly not gracile.
Perhaps you've lived there; I haven't, but I've yet to see a picture of a Saudi, for example, who fits your description. My office used to be very near the U.N., and they often frequented near by restaurants, and they were tall, broad faced, and, as you say, obviously carried some SSA ancestry.
Now, some of the Yemeni, especially the Jews who don't have as much SSA admixture, perhaps. Even some of the Bedouin have it, but Saudi's in general? As I said, I'm not convinced.
This is supposedly a picture of the young Osama Bin Laden, of Yemeni ancestry, although most people think of him as a Saudi, and he approximated what you're talking about perhaps.
This is the famous model from one of the Gulf States, accused of being "too beautiful", and expelled from somewhere, which reinforces he's not at all common in looks.
The former King Hussein of Jordan, of the Hashemite Saudi dynasty descended directly from the Prophet.
He looks rather round faced to me.
Anyway, as to the main point, I would bet a hefty sum that the man in the original picture isn't completely or at all Saudi in ancestry, and even if he is, he definitely doesn't have an Italian "vibe" to me, and I'm usually pretty good at spotting those things.