Ostensibly because of the way it was formulated, asking for "immediate release", but it's hard to guess what hot button this case pushed in Saudi Arabia's largely non-transparent leadership. What the Saudi foreign ministry said (in a Tweet):
Using the phrase (immediately release) in the Canadian statement is very unfortunate, reprehensible, and unacceptable in relations between States.
However, in my (limited) experience, it's not uncommon for this expression to be used in such cases, so the real reason must be deeper...
Keep in mind that they've had an internal power struggle last year; a headline back then was "Will Saudi Arabia turn more hawkish?" etc. The answer seems to be yes. Apparently Saudi Arabia has never reacted this strongly (breaking relations) just to a human rights concern, expressed verbally. See comments under Has Saudi Arabia expelled ambassadors before over human rights comments (from their government)? (There was something close enough in the 1980s, but it invovled the broadcasting of a dramatization inspired from a true Saudi case.)