Think from another perspective. Australia is relatively unpopulated, whats the population? 25 mil? There's more than enough land thats more interesting. Once the population of Australia crosses 100 million making those deserts green will be a priority.
Sahara, whats the general level of infrastructure in the entire region? Very low. There are some works to stop the spread of desert and those do revolve around wind power and irrigating, also planting forests. A lot of those aid organizations are into such projects. If there were more money there'd be more windmills. Gobi is similar, there is absolutely no economic interest in it.
And then, look at Phoenix, Arizona. A desert that had been beaten back through irrigation. Because there were enough resources and economic interest.