So while some aquatic bacteria can exist at a wide range of external salt concentrations (they are "euryhaline"), I don't know of any bacteria that have adaptated to actively concentrate salt internally above the salinity of typical seawater. Beyond a certain not-very-useful threshold, this would disrupt too many metabolic pathways and kill the bacterium. So I don't see how a concentrate-in-the-bacteria-then-filter-them-out approach to industrial desalination would work.
You might be thinking about brine pool extremophile bacteria / archaea, but again, they are just well-adapted when it comes to expelling salt or resisting salt intake, not actively concentrating it internally.
However, if you could embed euryhaline bacteria into some kind of impermeable membrane in a controlled orientation, and engineer them to express the right kind of one-way channels on opposite sides of the cell... there are some big bioengineering obstacles to doing this, but it's an interesting idea. It would basically be a sped-up version of the double reverse osmosis desalination approach already widely used, potentially more efficient and available to be powered more easily by sustainable / free energy sources.
I'm just typing as I think there, so maybe there's been work in this area already.