So they check all the luggage for a second time in DXB, but do they also check my suitcase? I have never seen this before that customs check all the baggage a second time when you are on transit. Baggage is already screened by customs at the airport where I departed, so why a second check?
Every bag is (or at least is supposed to be) checked at international transfer points. This is done away from passenger view in the depths of the airport. If you have contraband that is detected, they'll find you.