1- If the person is able to go to Hajj, it is wajeb on the person to do so. One cannot skip Hajj and go for Ziyarah. It would be a sin to skip the Hajj.
2- As for supporting the Saudis, one may not be directly supporting them and their policies, so one must still go. Secondly, we find that at the time of the Imams corrupt rulers would govern Mecca and the Imams still commanded their Shias to go to Hajj.