Why would you want to do a runner when you can probably just quit? Does anyone know if EY has been financially penalizing quitters who decide to resign during their probationary period? Seems to me that if you are so unhappy, you should just submit a resignation letter. I imagine others have done it. Any ex-EYers reading this forum?
If you do decide to do a runner, I kind of doubt if you have to worry about any action outside of the UAE. EY will have to inform immigration to cancel your visa but that doesn't sound like it would matter to you. Other than that, I don't think you should worry.