The Torah states that the Israelites "encamped in the desert" before receiving the Torah at Sinai. The Mekhilta seizes on this geographical detail and transforms it into one of the most universalist statements in all of rabbinic literature.
The Torah was given openly, in a public place. This was not an accident of logistics. It was a deliberate divine choice with profound theological implications. If the Torah had been given in Eretz Yisrael — in the Land of Israel — then the nations of the world could say: "You have no portion in it. The Torah belongs to the people who live in that land, and since we do not live there, it has nothing to do with us."
But God did not give the Torah in any nation's territory. He gave it in the wilderness — in the desert of Sinai, a place that belonged to no one. The desert is ownerless. No king can claim it. No nation can fence it off. It is the most public, most universally accessible space on earth.
And therefore, the Mekhilta concludes with a sweeping declaration: the Torah was given openly, in a public place, and all who want to take it may come and take it. The Torah is not the private property of Israel. It was offered freely to the entire world. Anyone who desires it — regardless of nationality, regardless of birthplace, regardless of ancestry — may approach and receive it. The desert location was God's way of ensuring that no one could ever claim the Torah was meant for only one people.