It turns out there's a strong tendency for land at ± 30° Latitude to become desert. In the Northern Hemisphere there's the American Southwest, the Sahara, the Arabian Desert, etc. In the Southern hemisphere there's the Atacama Desert, the Kalahari, the Australian Outback, and so on. This isn't just coincidence, but is tied to a phenomenon known as the "Hadley Cell", a sort of conveyer belt that circulates our atmosphere.
Imagine a planet with an atmosphere just sitting in space - the equator is naturally going to receive more sunlight than the poles, and so the equator will be warmer and the poles will be colder. We know that warm air rises and cold air falls, so this should set up a global circulation of air: warm air rises at the equator, moves towards the pole at high altitude, descends at the pole, then returns to the equator close to the surface, similar to what's seen in this diagram.
This is how global circulation works on planets that rotate very slowly (most likely Venus and Titan). However, on planets like ours that rotate a bit more quickly, there's another force to contend with: the Coriolis force. In order to conserve angular momentum, the Hadley Cell can't make it all the way to the poles, so it ends up descending earlier than that...on planets that are as big and rotate as quickly as Earth, this cutoff point occurs right around ± 30° Latitude, similar to what's seen in this diagram.
Great, so what does this have to do with deserts? Well, when warm air ascends at the equator, it starts out very moist, filled with water vapor. As that air continues to rise, though, it expands in the lower pressures aloft and cools, and all that water vapor condenses and rains out - this is why there tends to be lots of rain near the equator. Even though the water has rained out, though, that air continues along the Hadley Cell...but its now dried out. All that dry air then descends at ± 30° Latitude, so those latitudes get very little rain, and tend to be deserts.
Of course this isn't always the case - just look at Florida. Local climates and ocean currents can bring moisture to some areas that fight the global trend.
TL;DR: It's because of the Hadley Cell, a global flow that causes dry air to descend around ± 30° Latitude.
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