LED,

Two reasons. First, salt in sea water is VERY corrosive to metal. If the alloys used in the system weren't designed to handle sea water then they'd be perforated with holes in a matter of weeks.

Second, the salt would also build up scale deposits on places, especially heat exchangers and anywhere the flow rate changes. This would ruin the effeciency or completely plug up the system in a manner that would be very difficult to un-plug.

-Blast