In super dry climates, things don't break down the way you would expect it to elsewhere. It's the same reason why many interesting archeological findings like clothing items often come out of Africa. They've just been sitting there in the desert for thousands of years, it's too dry for anything besides sun damage to happen.
Apparently even if buried the paper would just sit there until the next flood then they'd find it all caught up in the trees downstream. Burning is a sure way to leave no trace.
