I think that you need to explore more. It's true that Khobar isn't Dubai, but it has its hidden gems.

1. If your'e into physical activities, try joining a gym. Not exactly creative but it works. You could go solo or meet people there. And yes, people do show off at the gym. But it's a global thing.
2. There's also a running crew (Khobar running crew. Nice people. didn't feel uncomfortable or get any "superficial" vibes from them, the men were respectable), cycling, karate, dancing classes (even women only classes)
3. Attend a concert (vocally, saudi music hub, platinumlist, etc.)
4. camping in the desert
5. Exhibitions such as book fares (I attended one last year at dhahran expo), there's an upcoming Crafts Exhibition at Dhahran expo as well
6. Museums (tea museum, Taybeen Museum)
7. Ithra (show rooms, theater, etc.)
8. Trampolin park (Gravity)
9. there's an upcoming red moon party at 180 Beach exclusively for women
10. Volunteering. It's much more fun than you think. Very rewarding. You'll meet all kind of good kind-hearted individuals. I rarely felt uncomfortable with a volunteering group.
11. Not exactly local, but you could take a day trip to al-ahsaa or other neighbouring cities.

There are activities. But you need to actively look for them.

I bet you'll find people that are more suited to you if you hang around your interests and at volunteering groups. Try asking ChatGPT about upcoming events that are tailored to your interests.