You can still sue any specific person, just not the office they represent. E.g. if the Senate passes a law, all senators are still subject to that law as individuals.

The other side to rule of law is that the government can't punish you arbitrarily - they need to have an applicable law, and they can only apply it to you as written (including penalties etc). In a system without rule of law, a subject can be charged with wrongdoing on the whim of the ruler. That part is also missing in KSA.