It can be a bit of a sweat to reach them, but Qatar does have quite a few wholly undeveloped and barely frequented beaches. To get to this one, for example, you drive up the North Road until bored stiff with the monotony of it, then turn right, proceed along a track for a while, then along no track for a while longer, abandon the car before getting stuck in sand, climb to the top of the coastal ridge and down the other side to the sea.
Once there, you have to make your own judgement about the safety of swimming in petrochemically polluted brine. Personally, I have no qualms though I try not to drink too much of it. The more immediate danger comes in the form of jellyfish (which can be harvested using a hijacked toy wheelbarrow, taken home, flash cooked, sliced thinly and served in a salad with fresh chillies) or worse, stepping on one of these highly poisonous black spiny things that can cause your whole leg to swell up like a watermelon.
That's no fun at all.