The Labyrinth/Goblin City has been showed to have a very desert like climate however it is not shown as much thanks to the Labyrinth,here's an example picture I found online.

It is just a desert and has some dead plants so it gives off a desert vibe,now as for weather I like to believe that it is in a desert area the actual city is made from sandstone as seen in these images,

And 

Now The Labyrinth itself is a mess with different sections that are a mix of garden,stones and dead plants{and a worm},forest{Can't find any images currently}

So. Do they get dust storms/Sandstorms?