I'm assuming "at sea" doesn't mean actually in the water! My first thought was that I'd rather be at sea, but I'm not so sure now! At sea, there's seasickness, no water for drinking, and you still have the same (hot) sun overhead that you'd have in the desert. If you are in the desert, there are probably more options and/or possibilities for finding shade, and there IS water, if you know where to look or how far down to dig!
Given a choice, though, I think I'll stay home!