This is almost always the case with codeshare flights - you have to check in at the operating airlines check in desk, because they will be handling your baggage and issuing your boarding pass.

However, what is surprising is that the itinerary did not say: "operated by Omar Air. You must check in with Omar Air." It won't say that on the ticket, only on the confirmation sheet. This has always been the case with my tickets.

In Dubai this is not yet the case but in many airports codeshare flights leave from different terminals than the operating airline does. An excellent example is at Heathrow. Air Canada codeshare flights to Zurich leave from Terminal 2 (operated by LX) whereas Air Canada leaves from Terminal 3.

Cheers