Everything we do affects the environment. Locally making the ocean a little bit saltier by removing water and not removing salt sounds like a very minor problem.
I haven't heard of any coral reefs at the Sea of Cortez, which is one place they're considering desalination, for Arizona (importing water from Mexico).
Edit: I checked and there are coral reefs along the Sea of Cortez. :) I don't know where would be safer to do it, but I'm sure it makes a difference where. And sadly it may not be as important at places where we've already destroyed the habitats.
Edit 2: Some are very concerned about its potential effect on Sea of Cortez: https://tucson.com/opinion/local/local-opinion-desalinating-...
But... If you are using this water for drinking, it's going to come back through the sewage system, and maybe you can dilute the brine with outflows from local sewage treatment plants.
Depending on details, the combined outflow could be more or less salty than the seawater input to the desal plant.
Also, a lot of places are using desal to augment other supplies. If you've got 15% of your municipal water supply coming from desal, sewage treatment outflows should be significant compared to brine.