Due to the rotation of the Earth it's advantageous to have your rocket launch facility as close to the Equator as possible. For the US that means the southern end of Florida, and while there are plenty of big empty deserts in the US, the southern end of Florida is not one of them. OTOH there's convenient big empty desert at the southern end of Kazakhstan (which was the southern end of the USSR when they were picking a launch site).

(FWIW Baikonur is still quite a way north of the Equator. AIUI a joint ESA-Russia Soyuz launch pad is now being built at the ESA launch site in French Guiana, which should save them a chunk of fuel).