There is no set dress code for visiting the Burj Khalifa observation deck, so you can wear whatever you feel most comfortable in, although it is advisable to dress modestly in Dubai. If you want to dine inside the world's tallest restaurant- At.
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Dubai is actually very relaxed and open-minded when it comes to clothing. As the public is very international, so is the clothing. You will see people wearing all imaginable sorts of clothing in Dubai – from shorts and sleeveless t-shirts to burqas. But don't forget that it's a Muslim country and you are a guest.
Yes, women can wear shorts in Dubai as long as they are not too short. You can wear them at beaches or malls but you should avoid them at local markets and souks. It is mandatory in the water parks to wear any kind of swimwear. If the shorts fulfill the criteria of swimwear, it should not be a problem at all.
Cut off shorts, midriff tops and spaghetti straps are all wardrobe no-nos when it comes to clothes to wear in Dubai or Abu Dhabi. For men, you will find that despite the heat nearly all gents wear full-length trousers. Bringing some light chinos is a good idea, or if you do wear shorts, try and make them knee length.