...and the effects of importing massive quantities water into said desert, not to mention holding vast amounts of water (reservoirs, swimming pools, artificial "lakes"), are?

The effects are evaporating water into the dry air. Does this make the desert "humid"? Nope. It's still a desert it still has little to no humidity.
Now, you want some humidity come on down here to Florid-ugh. Where you can drown just by breathing the air or suffocate if you stand in one place too long.