I have a lot of friends at Oliver Wyman Dubai, and interviewed there myself some years back. Cases are almost definitely going to be interviewee-led. The reason the cases on the website are interviewer led is because it's pretty hard to make an online case that is interviewee led.
In terms of types of cases, it really varies a lot. Oliver Wyman doesn't seem to have a central database of cases that all interviewers use (unlike e.g. Bain, McKinsey), but have freedom to give their own (pre-approved) case. It is known as a very analytical firm, and I have found a lot of their cases are very quant-heavy. They also have a much greater tendency to give "brain-teaser" / estimation questions. One question I received, for example, was "what will be the total number of Bank branches in the UK in 2025?". Another person I know received the question "you find a dinosaur egg that is about to hatch - what do you do with it?"
It is also worth noting that, depending on where you are in the world, interviews (at least first round, sometimes also final round with 1-2 interview with a Dubai office partner) will likely be conducted in the office closest to you (e.g. London). In this case you will be subject to that office's process - which can be different from Dubai. For example, OW London uses a presentation format case in final round where you present to a panel.
So in summary, you should expect quant-heavy cases, expect possible "non-traditional" cases like brain-teasers/estimations, and be aware that part/all of the process may take place in your local office.