I have no been to Saudi Arabia (yet), so I did not shoot this video. However, if you have taking your time to read this, I will explain to you how it is possible.
1) The roads in the Arab world are slick and smooth. Much better than the roads anywhere else in the world, and that includes the super-highways of the USA and Canada. Their roads are made so that cars such as the Lamborghini, Ferrari, Dodge and other low-riding sports cars can glide across them at insane speeds.
2) Sandals like those have no traction. They are leather at the bottom and it is easy to slip if you're not careful. This lack of traction makes it easy for them to glide on an already smooth road.
3) Speed. In order to do with with relative 'grace' you need speed. Too slow, and the sandals might give traction, too fast and you might loose your grip. I say that they were doing around 80KM/H, around 55MP/H, my guess. However, I wouldn't put it past them if they were cruising over 100mph.