I'm not an energy engineer and know only basic high school/college physics and chemistry (and not very well).
Other than corrosion/filtering concerns, what's stopping thermal desalination being done at the same time as power generation? We pump water into a power plant, make it hot, and use the steam to turn a turbine and generate electricity. The steam just goes up and away. What if you collected it and let it condense back into water? Would it still be too salty? Would it change the characteristics of the steam too much? Just a logistics problem of what to do with the brine/particulates? It just seems silly to burn natural gas to make steam to make electricity just to use the electricity to pull the salt out in some other way. Seems almost guaranteed to be less efficient.