Personally I would advise you to go with Denmark.
You have the change of a relocating permanently in the long-term in Denmark which would in the long-term give you and your future family a much better living standards.
From my experience the Middle-East does not treat other Asians very well, and many locals tend to look down on them.
Healthcare, schools, etc are included in the Taxes you pay in Denmark. You will most likely only be working a 7,5 hour workday, off all weekends, and probably at least a 20 day vacation (20 work days, so that is like 4 weeks).
I doubt the work conditions in the UAE would be that fair, or would they?
But if you are in this only for the money, and aim at moving back to Pakistan at some point, then UAE is probably a better choice