I feel she made a wrong choice, but its her decision at the end of the day.
Sohaib did try to marry some Indian before too but something did not worked out. I feel there can be some reason, why he cannot find someone in Pakistan and always looks for India. I feel he is looking for Indian citizenship like Adnan Sami. I feel Pakistani's might not agree but he will be more then happy to be Indian, better, bigger, liberal country.
They planning to live in Dubai can be something for time being, they do not want to disclose this till they get married.
Sania after living in a liberal society for entire life might not be able to accommodate in more conservative society(where some people can kill you for listening music).