Actually, an update on this - and some good news.
I was just speaking to
@madrooster and it is now possible to include DXB in a Finnair RTW ticket, as the "European" destination. But there is a catch.
You can fly from Australia to DXB as the destination if you fly to Europe via Asia (e.g. DEL, SIN, BKK, HKG) and Helsinki both ways. You could also fly from Australia to DXB via Asia & HEL, then do an open-jaw to somewhere in Europe and fly back from there to Australia via HEL and North America. But you can't fly from Australia to DXB via Asia and HEL, then fly back to Australia *from DXB* via Helsinki and North America.
So for example, you could fly (for the same price as having somewhere like Oslo as your destination in Europe):
SYD-BKK
BKK-HEL-DXB
DXB-HEL
HEL-SIN-SYD
Or, you could fly:
MEL-DEL
DEL-HEL-DXB
[open jaw to Europe]
BUD-HEL-LAX
LAX-MEL
But you could not fly:
SYD-SIN-HEL-DXB
DXB-HEL-DFW
DFW-SYD