What to do when the regime that likely sanctioned the killing of the journalist Jamal Khashoggi, meanwhile running a proxy war destroying Yemen, stages an art fair promoting women artists and the unification of cultures? The reaction to Desert X AlUla, a collaboration between the California-based biennial and the Saudi government, has predictably been mixed. Then again, the fair offers a chance to take in such sights as American artist Lita Albuquerque’s bright blue sculpture of a buddha-esque woman, positioned high above pools of blue pigment dotting the desert sand, and Saudi Arabian artist Manal AlDowayan’s fully-functioning trampolines dug puddle-like into the Earth. Much like the art: it’s complicated. —J.V.