You can fly UL from DXB to MLE via CMB. UL should become a OW member in the not too distant future. J on UL from DXB to MLE even on a return basis is pretty reasonable. UL are also using some aircraft with new equipment (flat beds) on this route.
In many ways travelling this way via DXB may be preferable since the direct flight LGW-MLE is no longer optimally timed and it is a long flight to be stuck in J (I think) especially on a 777 with the likelihood of screaming kids in close proximity.
Travelling to DXB in F perhaps with a stopover before going on to MLE seems so much more civilised I think.