1. Power can only travel that far. Electricity gets lost during transport.

2. The sun shines everywhere.

So given these two things there is always a point where it is cheaper to build your own solar system than to get it from far away.

3. There are more renewable sources of power. Wind. Water. Heat.

4. The desert isn’t an euphemism for empty. It’s a climatological zone.

5. There is political power in having control over electricity/power needs. The wild swings in oil prices reflect this fact. Reliance and necessity makes it far more logical to maintain your own source of electricity/power.