Sarah did not WILLINGLY marry. She was forced to by her father....the one that kidnapped and abused her. Giving up her rights and priviledges was decided FOR her, not by her.
Our Emabassies and Consulates are there (wherever there is :) for, among other things, the protection and support of US citizens, but expecting them to resolve domestic / international kidnapping issues such as this is a bit too much, I think, esp considering that there are other avenues for resolution (that yes, aren't working that well, I admit).
Interesting 2 links here - one, the official State site re: Marriage to Saudis, and another that purports to be the original version of it. Main diff I see is the section titled "The Myth of the Westernized Saudi".