Yes...
Not much more purchasing power (in fact probably much less) but being 15 hours away from your home country...not just food and beer, everything is very, very expensive here (we find that compared to the UK, many items cost almost double)!
Moving to the other side of the world and never getting any summer leave, or Christmas or Easter leave, meaning that you have to take the kids out of school for 3 weeks in April or send family home without you to see everyone. Repeat that for every year you are in the Middle East.
It's not too far for us European guys, but for SA it's a really, really, really long way...but believe me everywhere feels further once you get over here!