MY advice would be to go home and have the baby.
We had one at home and one here. The second child has had problems ever since with "Citizenship by descent". Our main issues have been getting them into schools at home with a foreign birth certificate. Various other courses also require attestation to get government support . There is also the issue of replacement Birth certificates if you ever lose it. if you have left Dubai.
I would generally say, and depending on where you come from, Life is easier if the child has a passport from your home country, issued in your home country.