It looks to me like you are trying an 'end-on-end' combination of two return trip fare components i.e. a MEL-DXB fare and a DXB-AAA fare. In my experience EK and most other carriers do not allow end-on-end combinations on discounted fares, as it makes it harder for the airline to control their pricing.

Have you tried pricing the itinerary on matrix.itasoftware.com ? It can often offer clues as to how journeys are being priced, and you can access fare rules there also.

With that said, EK's online booking system is not perfect - stopovers are generally fine, as are open-jaws and side trips, but I've never tried an end-on-end.