The Devgn family are apparently on a break, enjoying their Diwali holidays in Dubai. The outing is strictly a family affair, which is probably why Kajol and Ajay did not make it to Shahrukh Khan's Ra.One's Dubai première even though they were in Dubai at that time.
It must be recalled here that Kajol and Shahrukh had been very good friends in the past. However, the two have reportedly fallen apart and do not interact much with each other anymore.
However, common friend Karan Johar attended the event and had even posted positive reviews on the film Ra.One.