The oiled one is a bit more safer to use in the UAE as the desert sand is so very fine that there is always the chance tehta soem might find its way thru a dry filter element. The oiled elementas will trap this kind of sand whicjh will stick to the filter due to teh oil on it.
However the dry filter will make your car breath much easier than an oiled filter so if you are looking for max performance gains go with the dry filter. If you are running a dry filter then it is adviceable to get your engine flushed once every three months just to be sure that there is no sand inside.