Quoting from the wiki article

""The Richat Structure has been the subject of unsubstantiated fringe claims to be the site of Atlantis mentioned in the works of Plato.""

I wouldn't believe that claim either if there is no archeological evidence, but I'm wondering why there isn't actually some civilization that walked by, said "this shit is cool", and built a city there.

If I was an ancient pharoah I certainly would have ordered a city built there. Maybe with a nice pyramid in the middle instead of some burning man