Go to the continent with more water so they can live in a place with more water (as they can't bring the water back - it's too big and too heavy).
The people in continent Y are likely to use extreme violence to stop this from happening, like we see today in the Mediterranean sea where thousands of people are murdered every year.
Doesn’t desalination require very large amounts of electricity, something that AI also requires large amounts of? Are we at the point where we are no longer concerned with electricity demand outstripping supply? (Let alone the pollution caused by in-place power plants - are we near to getting rid of those?)
Solar is incredibly cheap and it's a perfect match for desalination because you can scale the water flow based on available power. And the places that need it the most are deserts with a lot of sunshine and empty land. We're at a point where generating power is almost never the issue.
The actual problem is making the desalination tech itself cheap and easy to maintain so poor countries can afford it. Right now it's only a large scale thing in relatively rich and tech advanced states like Saudi or Israel.
Honestly power isn't even the biggest problem with desalination, it's the spectacular volume of brine commensurate with the volume of clean water you are trying to extract: figuring out both how to dispose of it without creating new environmental hazards and constantly repairing/replacing the machinery which must filter and plumb that caustic sludge.
Which is all to say in addition to the crazy energy demands of desalinization, there are also problems that dwarf those.
