Keeping passport with the employer is legally not right, but many employers like to do that with their employees esp labour class ones, because passport is a valuable document and if someone loses it, it a real mess, most of the labour camps and all those bachelor accomodations don't have a good security system, so it is advisable for the people who are staying in those camps and bachelor accommodation to leave it with the company. Further more, the rule is Qatar wont permit you to leave the country without exit permits so even if you have your passport you wont be able fly out of the country with out employer's consent.