Well Saudi Arabia did exist in 40K, then 38,000 years of history happened.

Wars in 40K are not fought dumb. In the novels anytime air superiority can be used and the resources are available, it is but there's a variety of reasons ground forces logically remain important and that they fight the way they do.

Nobody has ever responded to an ork invasion by lining soldiers up in an open field.

Blowing up an ork from long distance will probably not destroy all their spores. Not to mention orks also shed spores while alive. The minute they touch down you've got an infected region, a region that will immediately begin increasing ork numbers.

Not to mention the orks do have armoured vehicles, both ground and aerial. They're not in the open all the time and 40K armoured vehicles are much more resistant than their modern day counter-parts.

Any city the Orks manage to reach is done. They excel in close combat and their standard small arms completely outclass modern machine guns.

You've basically got a green wave spreading across the region decimating any settlement it reaches. You can kill them with long range ordnance, with a lot of it, but bear in mind it would have to be long range. Drones would be easily countered by ork aerial vehicles. Not to mention orks also have long range weaponry and potentially tanks massively in advance of ours.

As you kill them the numbers are replenished by more Orks literally rising out of the ground.

So you've got a patch of the earth that will continue to breed enemy combatants for generations to come, enemy combatants that can instinctively produce technology far in advance of your own and which no city could hope to defend themselves from if they reach it. The combatants will have already spread out a decent amount before the militaries can orient themselves and decide on a proper reaction. The Orks are destroying everything in their wake. The only way to actually end the problem in that area permanently is with a nuke that scours every grown ork out of the ground.

Additionally, if they have a gargant we definitely need to nuke. These things are resilient enough to take down Titans no amount of non-nuclear destructive power we have access to it going to cut it.

I'm not even aware of like 60 percent of ork technology because they're probably my least favourite faction, but I'd wager we have very few forms of weaponry that they don't have a far better version of somewhere in their codex.