Government is always inefficient, even in the rare cases where it's not utterly corrupt. As Bill Buckley famously put it, "What would happen if the Communists occupied the Sahara? Answer: Nothing—for 50 years. Then there would be a shortage of sand."
Are you aware that Dubai imports sand? It's not communism they've got there, though. More a sort of feudalism, I think.
Anyway, government is only inefficient if you want it to be. If you keep voting for corrupt grifters that waste money, that's what you get. There are plenty of examples of government being fairly efficient.
In the US, the Republican Party has been preaching the evils of government for decades, and when in power, they've made sure that they were correct about it. They made it a self-fulfilling prophesy.
Oh, the irony.