What a bizarre subject to open a thread on.
There a few foreigners left in Saudi yet we are still targeted, there are many more in Dubai as you note. If we all go around expecting to be shot, blown up or decapitated life would not be barrel of laughs, however I expect everyone who has any knowledge and experience of the region is aware where we choose to work and behaves with discretion and sensitivity to the culture and religion.
I really don't know what you expect from an answer, though suspect you must be interested in the macabre.