Federer hadn't lost on hardcourt, to anyone, in over a year before the 2006 Dubai final. Federer then largely outplayed Nadal in the final, but lost, after Nadal did a Rumble in the Jungle style rope-a-dope (i.e. when Ali beat a seemingly unbeatable Foreman).
February 2004 Federer (i.e. when Henman beat him in Rotterdam, for the 6th time in 7 matches by the way) was just a little before Federer was dominating properly, aura wise. He had just become world number 1 for the first time. Nadal was facing the best Federer in their matches in 2006, who barely lost any matches.
My memory is that Federer didn't look especially good, by his very high standards, at the 2006 Australian Open. Similar to Nadal at the 2006 French Open.
Nadal in 2005 won 11 tournaments, just as Federer did. Nadal won 79 matches in 2005 (and had his year cut short in late October), Federer won 81 matches in 2005.