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Ronda Rousey tells TMZ Sports ... pulling out of the WWE event in Saudi Arabia would be the WRONG move, because there is SO much good that can ultimately come from it.

And she's so passionate about the event, she was fighting back tears while making her point.

The WWE superstar was out in NYC promoting Sunday's all-female Pay-Per-View event 'Evolution﻿' -- and explaining the cultural impact it can have ... when we naturally segued into the Saudi Arabia event.

Several politicians and other high powered people have been calling for Vince McMahon to postpone the event in the wake of the Jamal Khashoggi murder and alleged Saudi cover up.

But, Ronda tells us she supports the decision to move forward with 'Crown Jewel' on Nov. 2nd in Riyadh -- based on previous experience as an athlete who's competed internationally.

"I’m a 2-time Olympian, so I’m an idealist when it comes to sports," Ronda says ... while explaining how she bonded with a boxer from Iraq while the U.S. was at war with his country.

"Nowhere else in the world would some man from Iraq and a little girl from Venice Beach be respecting each other and sharing space. And, I think that sports is where we really find that common ground with each other."

"And, I think that pulling out of the 'Crown Jewel' would be the wrong move because I think that this is an opportunity to be able to share our cultures, and to define what we have in common and in times especially when, you know, times of adversity between two countries that’s the absolute wrong time to be able to pull away."

"I think that’s the time for us to be able to find what we have in common and be able to understand each other more."