There are good reasons to avoid saving files to the desktop. For one thing, it’s difficult to organize. Although you can sort files on the desktop by name or date, you can’t group them by a second criterion. And it can easily become overwhelmingly crowded in a way that a groupable, searchable folder cannot.
And you almost always have application windows in front of it, blocking some of your files. True, there are ways to hide or minimize all of those windows, but that adds another layer of hassle.