It might be a limitation of Neoreader. Are you using the V2 engine in Neoreader (It's in Neoreader's Other settings)? Epub is also your best bet as it's the best supported format.
If you download this Arabic epub 3 sample does it render correctly with V2?
https://github.com/IDPF/epub3-sample...er-arabic.epub
I can't read Arabic so I'm not sure what's correct or not but they look joined to me. You could also just use a third party app.