The lack of water is the big reason why. Think of water as a place to store energy. It takes a while for the sun to heat up a body of water (eg: lake), and when the sun goes down, that heat slowly dissipates back into the air. The thermal energy always goes from hot to cold. So at night the relatively warm temperature of the water effectively keeps the air warmer than if the water wasn't around. In the desert, there is hardly any water to do what is being described above. So that's why night times in the desert are really cold, which runs counter to the thinking deserts are really high temperature places all the time.
So again, bodies of water help slow down rapid changes in temperature when the sun goes away. It's like having a backup battery when the power goes out.