Markets aren't going to fix everything. You know what else desalination requires a lot of? Energy, which currently comes largely from nonrenewable carbon-intensive fuel sources. Can we simply spend more money to bring renewable energy sources online? It's unclear, because in addition to being pretty expensive, it raises questions of resource extraction (lithium for batteries, rare earth minerals for wind turbines) and land use (wind and solar farms take up a lot of space). And while we're spending all that money, we're presumably deciding not to spend it on other stuff, like other types of critical infrastructure or social programs.
At some point it becomes simpler to address this problem at the starting point rather than assuming the market will automatically fix any downstream issues.