What most airlines will not do is tag bags back to its original destination. So if you check bag in DXB then they will not let you check the bag DXB-BOM-DXB. Very rarely you are in such situations but I was in once for a DOH-DXB-DOH-LHR ticket. I had to exit at DXB and recheck for DXB-DOH-LHR flight. This was on QR but true for all....