Hello, I am so sorry this happened to you. My iPhone was stolen on 15th march in central London, Covent Garden to be precise. By a man pretending to be homeless and had a A4 size paper note saying homeless and hungry. In the midst of me looking for change to give him he placed the note on our table where mine and my friends phones were on the table and swiped it.
Several days ago I received text messages saying phone found I deleted and blocked the senders. I too received location in Dubai and yesterday received an email from Apple saying find my iPhone has been activated. I did not click the link I logged in to find my iPhone on my laptop and it said the same, that lost mode had been activated and location is in Dubai. I have just been on the phone to Apple and they have said although not common practice for them to send emails, the emails in fact are legit as it was noreply@apple.email.com. We went through screen sharing and the advisor told me that all looks legit and find my iPhone was activated. Apart from that there was nothing else he could do. Devastation is an understatement. I hope we will be reunited with our phones.