Hey there,
There definitely would be an increase in economic and infrastructural activities that would lead to a rise in consulting work across many key sectors and industries in the region. Having said that, Saudi is currently undergoing quite a big growth phase at the moment with a substantial amount of work happening in the region
When making your decision on a region, think beyond just the World Cup, including thinking about which Consulting firm is better suited to helping you with what you want to do long term.
All the best