Because of the way atmospheric circulation works. In particular, because the equator is the hottest part of the world, there tends to be an updraft at the intertropical convergence zone. This draws air in from the north and south near the surface and sends it away in the upper atmosphere. As it rises, it loses the moisture it picked up from evaporation in the tropics, so the area near the equator gets a bunch of rain dumped on it.

Conversely, when the upper-atmosphere air gets to the horse latitudes (roughly the dividing line between the tropics and the temperate zone, 25-30° north or south), it is now dry and sinks back to ground level so it can start the circulation over again. That means those are the latitudes where deserts tend to form, because they get a lot less rain.

There’s still more to the story because of things like the Coriolis effect and mountain rain shadows, but if you look around the world, a lot of the major deserts – the Sahara, the Middle East, the American Southwest, the Kalahari in southern Africa, Australia – are right around those horse latitudes.