Every country has a gay scene, even the most repressive one, simply due to the fact that gay people live everywhere and find each other in any country regardless of geography. However, there's a gay scene and a gay scene
A friend of mine taught English in Saudi Arabia and enjoyed their underground gay scene (not terribly thriving but still existing through private parties on villas with male servants) until one lovely day when he was arrested on the street by the religious police while simply talking to a male student of his, not touching or kissing or anything like that, simply talking (they must've followed him on a tip off, he was not sure about the reason but suspected someone let the police know he was gay). He was thrown into jail for 19 days, beaten and humiliated, not allowed to make a phone call to the British Embassy. His employer British Council did not know either where he was or what was happening to him until he was released.
19 days later he was released without explanation and deported in 24 hours. Never has set foot anywhere in the Middle East since and I don't blame him
I'm not saying Dubai is like that. Just a little story about a gay scene in a super conservative Islamic country, to put things into a perspective