It's romantic. The sun setting over a parched land. The clear night sky that shows more stars than any city could. The inability for humans to tame it and to make it any less than a dangerous and primal place. It's what makes Lawrence of Arabia, The Mummy, Blood Meridian and Holes so fascinating. There is something about the desert that speaks of adventure :)

Edit: Here's a quote that I always enjoyed that seemed to encompass this feeling of romance in the desert. All The Pretty Horses:

"When the wind was in the north you could hear them, the horses and the breath of the horses and the horses’ hooves that were shod in rawhide and the rattle of lances and the constant drag of the travois poles in the sand like the passing of some enormous serpent and the young boys naked on wild horses jaunty as circus riders and hazing wild horses before them and the dogs trotting with their tongues aloll and footslaves following half naked and sorely burdened and above all the low chant of their traveling song which the riders sang as they rode, nation and ghost of nation passing in a soft chorale across that mineral waste to darkness bearing lost to all history and all remembrance like a grail the sum of their secular and transitory and violent lives."