If you were going to build a nuclear power plant why wouldn't you build it in the middle of a desert

You won't be able to get enough water for the reactor core cooling (you can use other methods, but more expensive). The desert temprature is high at day, which will require additional cooling techniques to avoid over-heating the plant. Transmitting the electricity to the industrial, commercial and residual areas will cost more money, as you will need more transmission lines. Transporting the fuel to the desert will cost more at most.

Mostly this plants are established near seas.