"Saudi Arabia" and "KSA" refer to the same country but differ in formality and context:
Default to "Saudi Arabia" unless the context explicitly uses KSA (e.g., "KSA visa portal," "KSA military exercise"). In formal correspondence with Saudi entities, "the Kingdom of Saudi Arabia" or "Saudi Arabia" is expected.
Similar patterns: UAE (United Arab Emirates), UK (United Kingdom), USA (United States of America) — acronyms for brevity, full names for formality.