Jewel....
I wouldn't worry about it....
At the end of the day, we're at risk anywhere in the world, even in Australia (surely you've seen the incredibly informative Be Aware campaign! lol).
Air security is tighter these days, and statistically speaking you've more chance of being run over by a bus than something dramatic like a war related event.
I think your only concern should be the cultural and lifestyle change (which I think is terribly exciting anyway).
Good luck..... And I think its Gulf Air crew that wear the "I dream of Jeanie" hats.... if so, they're so cute!
Cheers
Skipper