With a few special-purpose exceptions, backtracking between "continents" isn't allowed on OWE so LHR-LAX-LHR is out. And you're also only allowed to cross each ocean once. Within a "continent" backtracking is allowed all you want, except you're not allowed to fly through the city where it all began.

DXB and LHR are, interestingly, in the same "continent" or zone.