Dryness of the air.
Dry air does not produce clouds. Clouds reflect incoming solar radiation (albedo). So during the day there is no clouds reflecting the incoming solar radiation and it reaches the surface of the Earth hence the warmth.
During the night the lack of cloud cover minimizes the greenhouse effect meaning very little of the outgoing heat from the surface of the Earth is trapped. Therefore the temperature drops.
It is important to note that the largest desert in the world is Antarctica and it doesn’t have extremes it is just cold.