Renee Young was a part of the WWE Super ShowDown event and as a woman that’s a big deal. She was the only one allowed to work on the show as Natalya and Alexa Bliss were not permitted to compete.
One story that came from the event was that Renee Young was yelled at by somebody over showing her head. They were reported kicked out of the event, but apparently, that didn’t happen according to the woman herself.
WWE has a decade-long partnership with Saudi Arabia. They are guests while in the country, but their customs still need to be observed.
It looks like Renee Young wasn’t yelled at for showing her head at all or at least, she wasn’t aware of it which is a pretty strong indication that it might not have been that big of a deal or it didn’t happen at all.