Olive trees are found largely along the coast of Mediterranean climates where the have the ideal precipitation and temperature conditions to thrive. In the mountainous areas further inland, the trees would have to adapt to more extreme temperatures and generally dryer conditions.
The Arabian peninsula does not feature a Mediterranean climate, but instead a desert climate that does not permit the growth of trees outside oases.
In the interior of the Arabian peninsula Cedar and Olive Trees are found in Mediterranean Climates, In this region, you would most likely find these trees