I bought a new iPhone 11 pro from Dubai and there is no FaceTime

You may need to contact the establishment you bought it from

As far as I know iPhones intended for the Dubai market have FaceTime disabled permanently

It cannot be restored on those devices

Authorized Apple resellers in the United States allow a 14 day return policy

https://www.apple.com/shop/help/returns_refund

Outside of the US I have no idea.

https://support.apple.com/en-us/HT204380

FaceTime and FaceTime audio calling might not be available for all countries, regions, or carriers. 

FaceTime isn't available or might not appear on devices purchased in Saudi Arabia, Pakistan, and United Arab Emirates, including Dubai. However, with iOS 11.3 or later, FaceTime is available on iPhone, iPad, and iPod touch in Saudi Arabia. And with iOS 12.4 or later, FaceTime is available on iPhone, iPad, and iPod touch in Pakistan. Update your device to get FaceTime in Saudi Arabia and Pakistan. 

There is no Facetime in Dubai. It is banned. You can exchange it sure, but no iPhone officially and legally sold in Dubai can have Facetime. Its a government mandate and cannot simply by ignored. Any iPhone you legally buy in Dubai will not have Facetime.