I Had No Role In That Decision

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Linda McMahon says she didn't make the call for the WWE to move forward with the Pay-Per-View event in Saudi Arabia on Friday ... saying she's no longer responsible for WWE's business moves.

Besides being married to WWE honcho Vince McMahon -- Linda also served as a high ranking executive in the organization from 1980 through 2009.

She's now part of the Trump administration -- serving as the head of the U.S. Small Business Administration, based in Washington D.C.

So, when we saw her out at Reagan Airport on Tuesday, we had to ask how she felt about WWE not canceling the 'Crown Jewel' event, despite pressure from politicians and other powerful people in the wake of the Jamal Khashoggi murder.

"If you wanna talk WWE, you're talking to the wrong McMahon," Linda told us.

When we pointed out that WWE is essentially a family-run business, she replied -- "I don't run it and I'm not responsible for it ... ya gotta talk to Vince."

Message received -- loud and clear!