There's two elements to your question:

1. What happened to them?
2. Why are there no accounts from them?

To your first question:

There have been a few threads about the legacies of the Arab slave trade that, while not specific to Saudi Arabia, continue to apply and I think address the literal question of where these people went or where they are. Two particularly good discussions can be found in the following:

https://www.reddit.com/r/AskHistorians/comments/5gv0ug/it_is_estimated_that_a_minimum_of_18_million/ https://www.reddit.com/r/AskHistorians/comments/3sfu7q/why_is_their_a_relatively_small_african_diaspora/

I especially like just how many flaired users with so many different specialities contributed answers to these threads. Feel free to ping anyone for a reply that you're interested in.

To your second question:

I think there are two ways to approach this. The first is general and applies worldwide. The basic fact is that historically speaking the overwhelming majority—practically to the point of exclusivity—of "first hand accounts" come from a given society's educated elite. In order to leave a written account, the individual in question has to be, 1. literate, 2. have the actual material means to produce/publish/preserve their work in such a way that it can survive to enter the historical record and 3. Have some sort of motivation to actually do so. (There are almost certainly other barriers, but these will suffice.)

The result is that, historically, "first hand accounts" of any kind almost never come from women, slaves, persecuted minorities (whether their minority status be religious, ethnic, caste-based, etc.) and other groups of people precluded from attaining education of any kind, let alone one sufficiently elite as to allow them to produce and preserve a record or account.

Though I personally find much of it to be so jargon-laden that my eyes glaze over, this is the basis of topics like "Subaltern Studies" and of the famous essay (perhaps better known than actually read) "Can the Subaltern Speak?" and to a certain extent the much broader rise of "social history" as a whole.

The second way to look at this is to look at the circumstances of Saudi Arabia in particular.

In 1970, the literacy rate in Saudi Arabia was 15% for men and 2% for women. While literacy rates have improved dramatically, they remain among the lowest in the region, and there are no particularly good reasons to think that someone who was an adult slave in 1962 would have acquired literacy since, especially considering how limited the historical opportunities for formal education have been. This is especially true for women in Saudi Arabia given the role of women in Saudi society and of the "guardianship" system, in which men (e.g. typically a husband or father) hold decision-making power over almost all aspects of a woman's life.

While it's described in the threads above in answer to your first question, the role of slavery in Saudi Arabia and in the Middle East generally also differs sufficiently greatly from the history of slavery in the United States that even if these former-slaves achieved literacy whether there would necessarily be all that interesting a "first hand account" to write about. In contrast with American chattel slavery, slaves in the Middle East, including Saudi Arabia, often occupied elite positions like the palace guard or members of the administrative bureaucracy. Their state of being someone else's property didn't necessarily preclude being among the most materially prosperous members of a society.

Once emancipated, they might not necessarily have actually gone anywhere. I can't say for certain that the most visible member of the Saudi Royal Guard in this 2017 photo is the descendant of slaves who occupied the exact same position, but it wouldn't surprise.

In other words, even where former slaves attained literacy, the conditions of slavery in Saudi Arabia mean that I would think it unlikely that you would see a "first hand account from a slave" in any way comparable to the best-known "slave narrative" accounts like the autobiography of Frederick Douglas.

The second criteria that I mentioned as a condition of even theoretically producing such an account is to "have the actual material means to produce/publish/preserve their work in such a way that it can survive to enter the historical record."

This effectively does not exist in Saudi Arabia.

Saudi Arabia is a closed society in which all such rights of expression are strictly circumscribed. Even in comparison with the rest of a very conservative region, Saudi Arabia has an incredibly tightly controlled media environment, and is largely closed to outsiders. It's one of the only countries in the world that I know of that doesn't have tourist visas of any kind (the only exception being Hajj and Umrah pilgrimage visas, which restrict travel to Mecca, or sometimes including Medina and their respective environs)

Certainly in English translation, I can't really think of any "first hand" accounts of life in Saudi Arabia, certainly none that aren't from an elite and pro-Saudi perspective.

In English, far more common are second-hand accounts from outsiders who have been granted access to the country (usually by and for its elite) or in those interviews or articles from the elite directly.

This is changing to a certain extent, for example, the relative lack of strict regulation in Saudi Arabia of YouTube, in particular. But for example dissident Saudi blogger Raif Baddawi remains in prison with a 10 year sentence that includes flogging.

Perhaps needless to say, I can't name any other examples of dissident Saudi bloggers.

I hope that answers your question, I'm happy to elaborate on any points that I may have glossed over.