When you get your boarding pass or check in for the flight, the agent can tell you, or you can see on your baggage tag (if with self serve kiosk) if the destination on bag is Dubai or Dhaka. That is how you can know for sure. If you check in at the counter with a agent they normally put your baggage receipt stickers on the back of your boarding pass, with destination.
You did say that it is printed on your ticket that the baggage is not checked through. So it likely is not checked through, and you will have to pick it up at baggage claim and recheck-in and check bag for next flight.
As for why, there is many times where the airport is simply not setup to transfer those bags between different parts of the terminal, and its easier to make passengers pick up and check in bags again. There is also rules in some countries that if the flights on the the same day then they connect the baggage, but if not on the same day you have to pick it up. You said it was a 11 hour layover in the other question, so maybe not the same day.