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They include cultural and historical gems, immersive outdoor experiences and the city’s modern entertainment districts.The Messi family are not the only ones choosing to have their holidays in Saudi Arabia. Celebrities including Cristiano Ronaldo and Alicia Keys have been seen with their families in Saudi Arabia, which is becoming one of the world's most vibrant new family-friendly destinations. Messi, his wife Antonela Roccuzzo and their sons spent the first day of their holiday visiting an authentic Saudi farm, away from the fast pace of the city.