I could find no reports of tourists killed in the Mideast due to the conflict. Perhaps a dozen or more foreigners have died, mostly those who work at military installations or in the oil industry.
One American was killed by the Houthi attack at the Saudi airport last week.
The airports in Qatar and Bahrain have not been attacked since July. No one was killed.
I probably wouldn't travel to the region now, especially Saudi Arabia, but most of the top pro pool players are going to Qatar. They weighed the risks and decided the risks were very small.