UPDATE: It has been confirmed that Ronaldo did not leave Riyadh, and remains in Saudi Arabia, where he is recovering from an injury.
Original report: The conflict in the Middle-East has caused the stoppage of major sports competitions in countries like Qatar. Saudi Arabia has not paused their football competitions, at least not yet, but it has been reported (found on Flightradar24) that Cristiano Ronaldo took the decision of leaving the country, and took his private jet to Madrid on Monday evening.
Shortly after his trip, Saudi Arabia's capital Riyadh was hit by Iranian drones on Tuesday morning, targetting the US embassy. No casualties or injured were reported, but the conflict shows no signs of stopping, and Saudi Arabia and its American military bases could be the target of more Iranian strikes.
While the Saudi Pro League has not been postponed, the AFC competitions have been postponed, including the AFC Champions League Two or AFC Cup, where Cristiano Ronaldo's Al-Nassr was scheduled to play this week. Al-Nassr, current leaders of the Saudi Pro League, will play their next match on Saturday, but currently Ronaldo is in Madrid, presumibly taking his family somewhere safer.
You may be interested: Cristiano Ronaldo buys 25% stake of UD AlmerÃa, second tier club in Andalusia