Yes, all foreign workers get to keep their passports while working there. There were issues 20 years ago with certain companies and sponsors keeping the passports of their employees. It's always been illegal to do that and doesn't happen. The foreign worker comes on their temporary work visa and should leave before their work visa expires. Thousands of foreign skilled engineers, doctors, nurses, accountants, scientists, teachers etc. work in Saudi Arabia. Everyone keeps their passports and it's the company that hires them and renews their visa yearly if they want to keep them in their employment.