There is a political risk that the governments of those countries change and they seize the energy-producing assets and sell surplus power to someone other than Europe. Perhaps a mutually-beneficial arrangement would be the best way to reduce the risk of it falling apart; for instance, if Morocco has the solar panels and Switzerland has the pumped-hydro storage facility to buffer out day/night cycles, both sides can trade power to their mutual benefit. Without both parts of the whole system, the other half is less useful.
Which you already knew, but evidently hoped readers would not.
> It's not often overcast in the Sahara, as far as I know, and solar power imported from far to the east and west can mitigate the day/night cycle problem.
This is not first time in this comment section that you seem to be alleging that I'm bring up irrelevant information, when in fact I am directly addressing something another commenter wrote.