It has been said by some, but hereby my view: YES, of course you should go. Life is about learning, trying out new directions, new experiences, and yes, Middle East pays well, so you can work on your FI in the fast lane! I have lived in Dubai, but traveled to all the countries in Middle East, and even though Dubai is not my favorite place, I had a great time and learned a lot. So, yes, the world is (still) open, make use of it!!!
By the way, do not let yourself get constrained by the so-many hurdles that people describe in this thread, yes, there are sometimes limitations in alcohol usage in Middle East, or you might not like all rules in Islamic world, etc... but in this way, you never will see it with your own eyes, and you will never see the good things of this Middle East experience.