That's not really true. Islam has easily the strongest prohibition against idolatry (including depictions of the Prophet Muhammed). I'm reminded of the famous Sufi Mansur al-Hallaj, who was executed after saying "I am the truth"--an apparently blasphemous claim, given that "The Truth" is one of the names given to Allah. Protestants might be iffy about Catholic depictions of saints, and Christians might grumble about Jesus Christ Superstar or whatever, but only Islam has such a strict prohibition against depictions of the Prophet.
This isn't a rebuke against Islam, a religion I'm generally as fine with as any other religion, and I'm not saying it out of ignorance or hatred or racism or xenophobia, but it's absolutely impossible to discuss this subject pretending that Islam (as a whole, in aggregate) does not treat depictions of Muhammed or Allah differently than any other religion (as a whole, in aggregate) treats depictions of their deity.
The particular Socio-cultural factors at play in Saudi Arabia make this an even more severe thing; you have a mixture of a very extreme doctrinaire Islam in the form of Wahhabism, and very strong political-cultural undercurrents in terms of the religious police and the lack of freedom in the country. Saudi Arabia is, on the whole, the least free country in the world. You might find their laws harsh or unfair, but I'd disagree with you; their laws can't be harsh or unfair because they don't have written laws to begin with.
It's more complicated than that. Shi'a muslims don't mind depicting Mohammed as much as Sunnis do:
http://www.webcitation.org/63BsneOUJ