McIlroy is leading this year's Race to Dubai standings going into this week's concluding Dubai World Championship although Westwood, Martin Kaymer and Ross Fisher can also secure the number one spot.
"I don't think this will be my last chance. I can learn from playing over there," added McIlroy.
"I want to challenge for majors and everything. I think that will benefit me in the long run."
If McIlroy finishes ahead of Westwood, Kaymer and Briton Ross Fisher this week, he will become the second-youngest order of merit winner behind Seve Ballesteros, who topped the money-list at 19 in 1976.
This week's tournament winner will take home almost £740,000 and earn a five-year European Tour exemption.
The European number one will earn a bonus of almost £900,000 and a seven-year Tour exemption.
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