Because a loss of confidence in Dubai (Middle East in general) means a HUGE flight of capital from Abu Dhabi as well. The markets and economies here rely on foreign money now as much as any other country. The stock market declines here have been, in large part, due to the cashing out of foreign investors. They opened the markets to foreigners for that precise reason - they had moved to a point where there was no more growth without the foreign money.
It is just not in Abu Dhabi's interest to see Dubai collapse. Though, thats just my opinion.