What do you think people on continent x are going to do if there is water on continent y but not continent x…?
The people in continent Y are likely to use extreme violence to stop this from happening, like we see today in the Mediterranean sea where thousands of people are murdered every year.
The actual problem is making the desalination tech itself cheap and easy to maintain so poor countries can afford it. Right now it's only a large scale thing in relatively rich and tech advanced states like Saudi or Israel.
Which is all to say in addition to the crazy energy demands of desalinization, there are also problems that dwarf those.