You can distill the water using solar energy, even without converting it to electricity beforehand, which insanely increases the efficiency.

Which is also called rain.

Also, it just requires some initial materials, and then the process basically runs itself. It absolutely could be done at a large scale, especially in places where there is much sun and much saltwater (equatorial coastlines),

The thing is more environmental protection than technical feasibility. What you described is well true; but do people really want to terraform large parts of the planet? Wouldn't that lead to more harm than good? Maybe we should just live with the ecology/natural circumstances that we're given.