Issue is not about law of land been applied, it is about discrimination on the basis of clothing or religion. Law of land does not means tomorow they will force a vegan to eat nonveg or to force someone to do some thing which is prohibited as per thier culture. If they dont want some one to enter with Burkas, then should either close all their visa counters in Arab countries or clearly mention that you will get Visa only if they go without Burka. If those ladies were cooperating in security checks than asking them to return is discrimination. Think a scenrio, if a French woman goes to Dubai airport and she is forced to either wear a burka or leave the country, than dont you think its discrimination.
They should be very clear befor giving Visa, that these are the terms and conditions, if you accept it then only you will get visa otherwise not. In this case there wont be such issues.
In case of forcing French citizans to remove Burka, than i totally agree with you about the law of Land.