I think I can speak with a bit of first-hand knowledge on this issue, since I live in Tel Aviv, and am currentl in Dubai on business.
I flew here with RJ (TLV-AMM-DXB on one ticket), and will be flying home on TK (DXB-IST-TLV on one ticket). Last month, I also flew the TK route, and nobody bat and eye.
I would certainly NOT purchase two tickets. Nobody in DXB gave me any issues about my destination. Furthermore, I have had no issues traveling into/out of DXB with my US passport that shows that I was born in Israel.
Hope your friends wants to earn *A miles though, as the TK flight takes about 8.5 hours, versus the 4.5 hours for the RJ flights (if he can get good connections with RJ - which is not a sure thing, as RJ's flights to TLV aren't the same every day).