No to being robbed. I know people who have. Even being taken from their car and taken home to give over their possessions.
Not been to Qatar, but I have been to Dubai with my Rolex. However, my bro-in-law has been to Qatar with his Rolex on. He felt very safe and not threatened.
Also, to add weight to the broad point I'm making about safety, did you hear of any crowd trouble at the world cup in Qatar? Compare this to the trouble at the Euro finals at Wembley, where my wife was at, and was very scared. Also, poor Lando Norris, got his watch stolen at the final.