It is so dry because there never was a lot of rain
or lakes

1) Geology / climate; there are deserts in China and Australia, and many other parts of the world [Arizona]
2) North Africa used to be much greener - it supplied a lot of corn to Ancient Rome. A lot of the loss was cause by - - goats ! they eat anything, so will tear up plants which are holding the soil in ; without those plants the rain washes the soil away [soil erosion]

Maybe it is sent by God - is it a punishment for something ?

Generally, desert regions have dry weather but now, according to report of NASA this region is getting greener
http://www.nasa.gov/topics/earth/features/saudi-green.html