Depends on the material I'd say. Large temperature swings like common in the desert certainly don't help. Wind/sand abrasion could also be an issue. But in general you're right, desert climates can be good for preserving things. The only thing better would probably be a permanent ice cover.
If they are under cover away from UV and heat, they can be well preserved. Modern material tend to degrade in Phoenix sun, and 110° and sometimes 120° summer days.