I transited AMM, though all on RJ... You can stay in the airport and simply go to the transfer desk to get your onward boarding pass. RJ should interline your bags to DXB upon request. However, I was in the airport for only 3 hours and it is INCREDIBLY boring. I was in business and the lounge is fine and serviceable, but 3 hours was more than enough to make me ready to leave. I'd suggest getting the visa and leaving the airport.