You can extract energy from a system whenever there is a temperature difference (as the heat moves from the hot-side to the cool-side). So, you could extract energy from the difference between air and water temperature during the day when the air is hotter than the sea, and again at night when the air is cooler than the sea.
I'm sure if this was economically
efficient, it would be done. Energy
efficiency is not a factor, since there is plenty of sea & air and an inefficient system just has to be larger. It's the same issue with photovoltaics... There is plenty of sunshine and the energy is "free". But in the real world, the electricity from photovoltaics is more expensive than traditional sources.
But of course, the environmentalists won't like you if you start transferring heat between the sea and the air!