Yes, the usual process for attestation of a certificate is: certified by college or appropriate authority, then attested by the appropriate ministry in India, then UAE embassy in India, and then MOFA attestation in UAE. So they are asking you to get the attestation up to the UAE Embassy in India done, and then to send it to them. This is not unusual.
Some agencies can help in India. e.g. BLS Certificate Attestation India, Documents, Degree Attestation Services in India, Indian Certificate Attestation