Because of the "Rain Shadow" effect.
Rain shadow deserts are formed because tall mountain ranges prevent moisture-rich clouds from reaching areas on the lee, or protected side, of the range.
As air rises over the mountain, water is precipitated and the air loses its moisture content. A desert is formed in the leeside "shadow" of the range.
When that air reaches the leeward side, it is dry because it has lost the majority of its moisture, resulting in a desert. The air then warms, expands, and blows across the desert. The warm, desiccated air takes with it any remaining moisture in the desert.