Just like any other business, they have to work within the framework of the laws of the country they do business in. Alcohol related apps probably violate some of the alcohol laws in the UAE. Messaging apps are also against the law in the UAE. This is why Facetime isn't installed on phones sold in the UAE and Skype (since it is encrypted) is definitely not allowed their as well.

Also, speedtrap apps have just been outlawed in France.