I think you are severely underestimating just how big the deserts in Northern Africa are. You could power the world with a fraction of it if we had power storage and transmission tech. We could power Europe with todays tech. But yes, it involves a lot of engineering and logistics work, like any power generation of that magnitude. But the real problems are economics and maybe political. Does it make economic sense, and are countries comfortable relying on power from foreign nations?

I was being a little facetious there, there's probably enough vacant space in Northern Africa to power a bit more than Sicily. But I think you've hit the nail on the head there - why would anyone want to spend a disproportionate amount of money to get power from another country?

This will most likely have unintended negative effects.