I have done it several time:

1- Make sure that you have the longest possible transfer time (easy to do to DOH, with so many flights),
2- When you check-in at LAX, ask for your luggage at DXB (remember that no aircraft will leave ground with your luggage on board, and you not onboard)
3- Fly the sector, and exit DXB with your luggage,
4- Wait for the flights to be no-showed.
5- Fill the refund form, asking a refund. (only after you have taken all the three legs of your tickets)
6- After 24 Hours call EK asking them to be credited the miles for eg: LAX-DXB (in your case)
- I even got lucky enough several time to get a refund of 30-40 USD (after few weeks)

Cheers,.