Evaporation
In arid India, the government build canals to bring water to various settlements, including an artificial lake. So someone did try. For a number of these canals, the water evaporated before it arrived at its destination.
In Abu Dubai, the situation is even worse.
The key, if you know anything about permaculture, is not the water, but the plants. If you can grow plants that will create a microclime that traps water, in effect, an artificial oasis, then you could keep water on the surface. However, In Abu Dubai, that's still incredibly difficult.