What should I do if an escort asks me to pick her up from somewhere in Dubai?

Decline. A professional companion arranges her own transportation to your hotel. Requests to pick her up from an apartment, mall, or random location are red flags. They can be setups for robbery or scams where you arrive and a completely different situation awaits. Outcall means she comes to you. If she cannot get to your hotel independently, she is not a professional companion. Book through a verified provider and the companion will arrive at your door on time, under her own steam.