Yes, major differences, but do you actually have or want text data in Arabic dialects?
Almost any formal Arabic text corpus you can find will be in Modern Standard Arabic, not in the actual local dialect.
There are in practice different variants of standard Arabic, just as there are different variants of standard English.
(In software and localisation, these are generally referred to as locales.)
The differences can be lexical, but also nuances like numbers and punctuation, and moreover do not map so neatly to locale as one might imagine. Just like for English locales.
For example, in Arabic the use of the Indian numerals and the Arabic numerals (the ones you know from English) varies by country and by context.
You can get text split by locale simply by taking Common Crawl pages in Arabic and filtering by country TLD. Again, just like for English locales, this will be a correlation, not perfect, and have other noise.
If you actually have or want data in spoken Arabic dialects - which thanks to SMS and the internet now exist in writing - note that they are essentially different languages.