Yet another theory is that Iran wants to force a confrontation with Saudi Arabia that it believes it will win, because Iran views the Saudi military as weak and suspects the U.S. lacks the willpower to support its Gulf ally.
Russia's recent outreach to Iran and their agreement to sell them weapons may have emboldened them. If that is the case, it will obviously have a significant impact on relations between Iran's new proxy Iraq and Saudi, and Saudi's coalition partners also. All we need now is for Israel and Russia to get involved overtly, we could have another example of a relative small event leading to a larger conflict, much like the assassination of Archduke Ferdinand triggered WWI.