You should be ready for any industry. Particularly given that there are a lot of expats in Riyadh, there's a good chance that the case will focus on the industries they are familiar with (which can be a whole lot of different options) than specifically only those they have projects in the specific office.

Agree with above - keep an open mind and really expect any case. Consulting scene in Riyadh / Dubai is as diverse and international as it can get - interviewers could literally come from anywhere in the world and from all major industries as well. 

In terms of prep - please note that industry experience will never the part where you make it or break it. Instead,  I suggest to much rather focus on developing a robust, well-structured approach and process  that will allow you to tackle any problem regardless of industry, case type and your prior experience. That’s really what sets the strongest candidates apart.