Dear A,
I'm a very pragmatic person, so if I were you I would definitely go for the company where you have the best cut feeling. If this is McKinsey in a smaller office, then it's absolutel fine, but if you really like Bain Dubai then simply go for it, because at the end of the days it's not a big difference whether you have been an alumni of McKinsey, BCG, Bain or other big companies with a good reputation. You will always find a good afterwards.
Secondly, I would also like to emphasize that you need to take into consideration that Bain Dubai has one of the worst office cultures in the Middle East, so please consider this wisely enough. Time is precious, try to get out max out of it in any option, because 90% of the consultance are going for the consulting for 3-5 years and will not make it to the partner.
If you need advice, I have created special career special on-boarding program which is called "Get ready for the first 100 days and long term career success", I'm happy to help you and navigate you throgh growth and building solid career in consulting as well as exit options afterwards.
Best,
André