Given your description you have a couple of options:
A. Join Bain in Dubai
B. Join McK in Karachi
C. Try to join McK in Dubai
Since you don't feel comfortable with working in Pakistan, are concerned about the compensation and miss the personal click, it is a no-brainer that option A dominates option B. The question is whether McKinsey in Dubai would be a better fit for you (compared to Karachi)? Compensation wise for sure, but what a bout the people?
- If you still see a better fir with Bain, even if you compare the Dubai offices, then go for option A!
- If it is not the case, then you have nothing to lose by being open with McKinsey and tell them that you have decided to start in Dubai and that you have another offer there. Just ask whether starting in Dubai would be an option. If yes, great. If not, go for Option A.