“Dirt” or “soil” is made of five things: minerals, organic matter, gas, water, and soil-dwelling organisms. Minerals are further divided based on size into sand, silt, and clay (decreasing size order).
In deserts, most of the plants have died off, so there is no more organic matter. This lack of organic matter means there is nothing to feed the soil-dwelling organisms, and they disappear too. This leaves the soil loose and un-aerated, so the water all sinks to the bottom while the silt and clay get either picked up by winds (because they are the lightest) or also sink (because agitated particles self-sort vertically by size), leaving lots and lots of sand on top.
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