If you have two pipes of the same height, one filled with fresh water and one with salt water, the pressure will be greater at the bottom of the salt-water pipe because salt-water is denser. Connect them at the bottom with a pipe and water will flow from salt to fresh until the pressures equalize. But connect them with a membrane, and this is countered by the osmotic pressure of fresh water trying to get to salt water, so you don't get any magic flow for free. You have however got a pressure gradient for free - just not enough to desalinate.If you put this in the ocean, you can remove the salt pipe and get the same effect. But if you want continuous fresh water, you need to further increase the pressure difference across the membrane by continuously lowering the height of the fresh-water column by pumping water up and out of the top. That takes energy, but not as much as it would take if we had to raise the pressure on the salt-water side.
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