You can buy oil and gas from various sources too.But surely you can buy things like valves, machinery etc from multiple sources. There are fewer places to extract and buy oil and other raw materials. Those that can will have more leverage over the markets. That is part of the reason we overlook the Saudis allegedly funding wahabi extremists in the UK. We wouldn't if they were just supplying us with industrial valves I imagine.
Keeping the Saudis friendly has a number of benefits, but them being the only source of oil isn't one of them.