If I'm playing as Egypt on a TSL, I might pick the +1 faith from desert tiles. Maybe. I have in the past. But, again, Happy Faces are a finite resource.
Desert faith is insane because it gets you a fast religion and it keeps growing. If you have a lot of desert in your empire it'll be generating 30+ faith per turn in your empire.
Getting a fast religion also lets you pick pagodas, which you can then build way faster thanks to your unfair pantheon
Even if you would get your own religion eventually on a low difficulty game with the +1 happiness, desert faith is insanely faster.
Just a quick calculation here.
Desert Faith ==
1- build shrine turn 15. Get pantheon turn 30. Instant +4-5 faith per turn. Get religion turn 50. Get pagodas. Turn 70 get first pagoda. Turn 85 get second. Turn 95 get 3rd.
At turn 150 you should be looking at +20faith per turn from desert, +20 from pagodas, +20 culture, +20 happiness
Happiness pantheon:
1-turn 15 shrine. Pantheon. Build second shrine somewhere turn 40. Build third shrine turn 50. Fourth shrine turn 60. Turn 100: Get religion with pagodas ( if still available ). Turn 100+ Build temples or wait. If wait: First pagoda turn 120. Second maybe turn 138-140.
Turn 150 comparison: +0 faith from pantheon, +6 from pagodas, + 6 culture, + 9-12 happiness. -5/6 gold per turn from shrine maintenance.
Just another quick calculation:
Desert faith
total faith generated by turn 150 = About 1800+
Total culture generated = 450+
Not desert faith =
total faith generated by turn 150 = 100ish
Total culture generated = 100ish
Guess who's more likely to win