Thank you everyone for your reply.
A couple of clarifications that I need to address to clear out any doubt so that you have a better insight to this situation.
1. I completely agree about respecting native laws. Im in no shape or form contesting their laws. The sole intention of mine was pertaining to the booking site since they are refusing to cancel my booking. I have NO problem with a certain hotel policy or their laws, my only grievousness is that they are refusing to cancel my booking so that I may try another hotel.
For those who don't believe me this is a hotel in Bur Dubai and I have confirmed twice over the phone with their receptionist that are adamant that they would not let female guests into the room. Despite the fact that this is a fully functional hotel and did not indicate such policies in arrears to my booking.
Please be advised that both of us are READY to provide all identification including passport copies so that we could stay, however the hotel remains adamant to enforce this NO FEMALE GUEST policy.
Im just trying to seek help in resolving this issue so that I can get this cancelled and book another hotel. As you can appreciate Im no rich by any means and its undue hardship on me to purchase another hotel, neither do I have option to stay alone due to this binding.