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".