Disclaimer: I do not work in power engineering.

However the way I understand it, Black_Dog is correct: a power station will have an "inner loop" driving the steam turbines with ultrapure water in a closed cycle (any crud in the water is hard on turbine blades). You could use any number of working fluids, anhydrous ammonia for example, but plain water steam has perhaps the highest latent heat content of any fluid. Hydrocarbon liquids tend to be sort of indifferent -- not much energy is moved about in changing between states.

Now, you could certainly employ a power station's water purification plant for desalination, etc. but it would cost some energy, much as carbon sequestration does. As for the open loop, its purpose is just to dump waste heat into the environment at the lowest possible temperature; thermodynamic efficiency and all that.

| _{The problem will solve itself.}
|  _{But not in a nice way.}