Spoiler: desalination requires a lot of energy.
We just haven't found a good process. That's it. Cheap desalination is not physically impossible. The deep ocean separation that someone here mentioned seems quite promising and gives off energy which is expected. Salt has weak bonds in water and when they reform the na-cl bond there's a lot of energy to be had.
In a handful of places, it is. In the rest, it's so much more expensive than alternatives that it's borderline insanity to use it.
Like ice: ice is cheap in Antarctica! But importing Antarctic ice to a desert would be absurd.