I highly recommend that you follow the correct procedure as leaving permanently while on a re-entry visa is a violation of Saudi Arabian immigration law. (See article here for details.)
I assume the reason you want to leave without following procedure is because you can't get out of your current work contract and/or want to leave before your time as stipulated in the contract is up. Rather remain in Saudi until your current contract is complete and you can exit legally.
If you do decide to exit illegally, you will be banned for three years. If you try to enter Saudi within that time you may be detained, deported, or put into detention. It is also not unheard of for people who have violated this law to be detained in other Gulf countries and sent to Saudi Arabia.
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