I suggest contacting those VPN providers to determine they are not being blocked in the UAE. From my limited understanding of the law, they have a fairly strict prohibition against using VPNs for reasons that can be open to interpretation.
Quoting https://www.khaleejtimes.com/uae/legal/is-vpn-banned-in-uae-rules-fines-what-you-need-to-know (emphases added)
"However, acts such as circumventing the information network to commit a crime using techniques to hide or disguise one’s true IP address, such as using someone else’s IP address, to either commit illegal activities or avoid detection, are considered a serious offence under the law, ..."
I suspect there would be various interpretations of that initial clause. One may not not committing a crime, but the final "or" clause — to avoid detection — could be interpreted to be all-encompassing. Detection by... what exactly? They don't say. Safari already has lots of built-in protections, and I assume they are lawfully implemented around the world.
It's up to you to determine the reason you need a VPN, but "avoiding detection" is as overly broad as it is a common reason for using them.
Anyway contact those VPN providers. I seriously doubt there is anything amiss with your iPhone.