Per the article, they started to change policy a bit after some of the groups they were sponsoring started attacking the monarchy:

Astonishingly, the attacks of 9/11 had little effect on the Saudi approach to religious extremism, as diplomats and intelligence officials have attested. What finally changed royal minds was the experience of suffering an attack on Saudi soil. In May 2003, gunmen and suicide bombers struck three residential compounds in Riyadh, killing 39 people. The authorities attributed the attacks to al-Qaeda, and cooperation with the U.S. improved quickly and dramatically.