I have been to Las Vegas, so I can safely say that you are not missing much if you are not interested in gambling, drinking, food buffets, drugs, prostitution, and over-the-top entertainment. It seems to me that if those things were suddenly missing from the Las Vegas scene, the place would turn into just another desert ghost-town with too many hotels and not enough class, like a boom-town gone bust after the end of the Gold Rush.
I did not see much of Dubai when I was there, so my opinion of the place -- while similar -- may be unfounded.
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The mere fact that science may not yet adequately explain an object, event, or experience does not mean the immediate explanation should automatically default to a conspiratorial, extraterrestrial, paranormal, or supernatural cause.