No, deserts are fine for districts/wonders, as are snow and tundra. It's just floodplains, weirdly and annoyingly.
Where is that written? Did Sean Bean's wife tell you it once? I turned her off ages ago, I thought stuff like that would be covered in the civopedia.
Do deserts block them too?
I said this before, and the reason given to me was so Egypt's UA wouldn't be for naught. I replied that Egypt's ability just needed to be changed to having districts getting a bonus yield for being ON floodplains. Maybe a mod can change this