Because as an engineer, I have some idea of what physical reality is required. And I read articles talking about what is required to make such a thing happen.
Why do you assume it is cheap and no one does it, except in places with an abundance of energy and cash, like Saudi Arabia?
I'm not assuming it's cheap, but it's a better alternative to liberal hand-wringing and bed-wetting about no water. And really, the issue is a political one. The only reason we don't have an abundance of energy is because our own government won't let us get at it.