Not just the NFL, but other sports have international games now as well, the NBA had games in Mexico City & Paris, NHL had games in Stockholm, & a pre season game in Australia, MLB is having games in London. rugby league, the NRL had games in Vegas.
Also the US is hosting the CONMEBOL Copa America next month, although CONMEBOL often invite CONCACAF nations to play in the Copa America, due to the CONMEBOL confederation only having 10 nations.
One thing against the CL final in Saudi, the heat will be oppressive it's 33C today, & 35C plus from Monday, & this is the beginning of May, guarantee the temperature will be around 40C to 45C come end of May beginning of June when the CL final is held.
I've experienced the heat in the Middle East, went to Dubai the end of July one year for the wifes 40th, 48/49c in the day, couldn't walk 5 yards without sweating, of a night it was still about 39/40c. Sun bathing was OK though as it was quite hazy and the heated pool meant swimming was lovely and comfortable. Everywhere is air conditioned too, so you nipped into the hotel to cool.
However, they're already talking about having the 2034 WC there in the summer. They're talking about new technologies to air condition open air stadiums, so they could do that, but they could easily spend a couple of billion (its peanuts to them) building a fully airconditioned stadium with indoor training facilities, the fans will be there for a couple of days at most, any staying will be in luxury hotels anyway and spend the day by the pool, the fan parks will be air conditioned and theres zero alcohol, the VIPS, which will be the majority of the crowd, will fly in/fly out same day or will just stay in the most expensive hotels, they'll be able to do it. It'll certainly be cooler in the stadium than it was in Madrid in 2019.