Firstly, unlike Saudi Arabia, democracy movements in Iran date back to the beginning of the 19th century, nearly two centuries ago. The Persian revolution successfully replaced absolute monarchy in Iran in 1905, even before the Russians. So, you are talking about completely different nations with different histories and values.
Secondly, your average Saudi, at least in large cities of Saudi Arabia, enjoys relative prosperity and high salaries. Your average Iranian struggles to make ends meet even for his basic needs, has no access to international markets and feels stuck in a hell. Average salary in Saudi Arabia hovers around $2,700 for Saudi citizens. In Tehran, average salary is about $154. Minimum full-time salary is about $80 per month now. See the difference?
Thirdly, Bin Salman saved Saudi Arabia from the same fate. He revolutionized the country before the youth in the country start to riot against them. He legalized women's driving, opened the country to foreigners, improved the public image of Saudi Arabia in the world by huge investments in tourism, etc. The Ayatollahs have resisted all of these changes and even killed thousands of teenagers over a piece of headscarf.
Iranians would welcome similar changes in Iran for sure but the regime is unwilling to make any sort of change until it's too late.