This is an interesting question. On one hand, it looks like there was certainly a strong market for Sheffield blades for utilitarian knives in Oman. See this thread:
http://vikingsword.com/vb/showthread.php?t=15133
On the other hand, there are not many examples of actual khanjars/jambiyas with Sheffield markings. The subject of this thread is somewhat unique in this regard.
Whether this was due to local preferences or due to the Arab market not being large and lucrative enough for Sheffield manufacturers to dedicate resources to jambiya blades is impossible for me to claim with any degree of certainty.