They certainly can be built elsewhere, however it's currently cheaper to import. It is very common to import when it's cheaper than producing domestically despite it having a history of problems like shortages and fluctuating costs. Helium and rare elements(which aren't very rare) are some examples. Rare earth mines were shutdown in countries when China started undercutting prices.

It would have done the world a lot of good, had the WTO, EU and US actually taken massive reaction to Chinese price dumping politics. Instead, all we got was a bit of verbal acrobatics.

Desalination plants are expensive to run (you either need a lot of energy or a lot of space for a solar evaporation plant) and create a lot of extremely toxic brine, which means you only want them when you don't have an alternative source of drinkable water.

Recovering lithium from the brine is essentially just using the waste these plants generate as part of their operation.

For the same reason you "cannot" drill for gas in Germany: it's very hard to do something that someone else can do cheaper. It requires constant work against the market, either by tarifs or subventions. And desalination will always be cheaper if you have to do it anyway, because the (local) value of water is so high