As far as I can tell, only one Allied soldier died in the United Arab Emirates during World War II. Sergeant William ("Billy") Donnelly, a British navigator, was killed on 14 February, 1943 when his Wellington Bomber crash landed. After a refuelling stop in Sharjah the plane took off again for Gwadar, a city on the coast of Pakistan. About half-an-hour into the flight (when it was over the sea), oil started to leak from an engine before the propeller flew off the engine. The pilot turned back and crash-landed at Sayh Dhadnah. Sergeant Donnelly died of his injuries from the cash and was buried close to the site in a nearby local cemetery. A memorial was recently dedicated to honor Donnelly and his family was able to attend the event.
I will continue to look for other ways the United Arab Emirates was involved in World War II, but since it didn't become a nation until 1971 I'm not sure I'll find much. Thanks for the question, Stig Morten! I hope this gave you some information you hadn't known before.