The company policy is to keep employees' passports, what to do?

Hi,

Relating to my passport, I know it is illegal to withhold employees' passports.

Mine is with my employer, and when I requested it a couple of months ago, they said that it is the company policy to keep it.

I am about to file a complaint to the Department of Labour, but I just want to get your advice first. They also said to retrieve it, we should apply for an application and state the length of retrieval.

Is this common practice here in Dubai?

Thank you very much!