High voltage transmission losses can be low, <3%. I have seen previous reports that 5-7% of all electricity is lost to transmission. For a backbone (highly maintained) electrical network, I think that would be fairly marginal cost vs everything else involved in the calculation.

There are plenty of cities near the desert to suck up the power without ultra high power transmission. Like phoenix, Vegas, LA…I’m guessing all those opportunities will be soaked up before they start putting them in them in the middle of nowhere.