More than 2,000 Israeli Arabs returned from the annual pilgrimage to Mecca Monday. They said they were treated well in Saudi Arabia but were not welcomed in Jordan, the country they had to cross to and from the holiest city of Islam. The pilgrimage, or haj, is a religious rite which every Moslem is expected to perform at least once in his lifetime. It is the only occasion on which Israel allows its Arab citizens to visit an Arab country. This year 2,160 made the journey.