The desert is so cold at night because you and the air around you are glowing in the infrared, losing heat to outer space. Convection is the third way that heat can move. Instead of molecular domino-effects or streaming heat rays, convection relies on movement of fluid. When hot fluid moves, it carries the heat along with it. You can think of the three ways heat moves in terms of passing a love note to your sweetie across a classroom.
Convection is a last-ditch way to get rid of heat.
It takes effort to start convection, so heat usually prefers to escape by conduction or radiation. In those cases, only convection can do the job. The mechanism of heat loss determines what a planet looks like. The inner planets of the solar system are composed of rock. Small, cool planets, like the Moon and Mars, lose their heat by conduction.