Because, what you guys call capitalism, is not capitalism. The US is not capitalism since the creation of income tax, the FED, the anti-trust laws, the 60's war on poverty welfare programs, etc. And Saudi Arabia is a monarchy, where the ruler can just seize you if he wants.

Capitalism based on voluntary exchange of goods and services at the market produced by men in competition free of coercion, with private property and personal liberty at the absolute basic right.
Show me how can people in the US choose not to use state provided services, and in turn not to pay taxes, like a voluntary trade with companies, and i say you have capitalism in the US.
Show me a real private business forces you to buy its product. If it can than it is not a private business in capitalist terms.