Is there a particular rule that states that q should always be followed by a u? Because in certain cases like Qatar, or qawwali, this so-called rule is violated.
What do you folks say?
There is no rule that q must be followed by u in all circumstances. This is merely true in the vast majority of circumstances, and it goes back to Latin.
The early Latins had three different letters for the [k] sound: C K Q. However, they only had one letter to represent the [u] and [w] (or [v]) sounds: V. It became customary to write the sequence [kw] (which is fairly common in Latin) as QV and all other instances of [k] as C. (K dropped out of use in most words.) This usage survived into most other European languages that were written with the Latin alphabet, though eventually the letter V was differentiated into U and V, and the accepted spelling of [kw] became QU.
Words spelled with Q without U are generally more recent additions to English, and often represent words borrowed from Semitic languages. Those languages are written with non-Latin alphabets and often have more than one [k]-like sound. When transliterating these scripts, K is usually used for [k], and Q for another sound such as [q], a uvular, “guttural k”. In romanizations of Chinese Q is also used for a sound similar to the English “ch”.