No taxes, jobs often come with living expenses and a trip home a year, higher salaries, gas for your car is ridiculously cheap, school fees might be paid by employer, etc. There are often a lot of extras included with your salary that is not taxed. Salaries are also higher. All reasons that the expat life in the ME can be pretty nice.
According to a new survey, Dubai and Abu Dhabi ranks 26 and 40 respectively in the world's most expensive cities compare to Toronto at a distant 109, and you said you lived a lavished life in the Middle East, why couldn't you live the same lavish life in Toronto?