• getting a drink (alcohol) is a major pain. Either underground, or some elite venue where rules don’t apply - and the jeopardy that goes with that. Really want to spill wine on a Prince? And there are a lot of princes.
• feeling of underlying state level threat if you mess up
• some workers are treated as literal slaves openly
• getting your money home can be troublesome. Check out Dubai airport and abandoned super cars
People who tend to fare better are very career focused and can ignore the above. Also if you or your partner are into the five star life.
Edit: formatting