I agree, for me, it would be far better in this scenario to fly BKK-LHR and then LHR to DXB. Equally, I would not waste a AONE on mainland europe based segments LHR-DME-MAD as you would be cramped up in BA Club Europe or Iberia's equally poor offering and can often be bought relatively cheaply even in business class.

As for "Dream" suggestions or at least somewhere I was lucky enough to first visit purely because I had a XONEX - I would like to bang a drum for Muscat either direct with BA or to Dubai with BA and then a separate cheap business ticket with Swiss.

Sometimes with a XONEX it is about having the most comfortable flight to somewhere close to where you want to go and then purchasing a cheap ticket to the places that have uncomfortable service once you are close to them - if that makes sense??!!