Actually - there is a valid reason for not storing files on your desktop. Here's the answer you'll see from Microsoft if you ask them directly (or search for 'storing files on the desktop' at answers.microsoft.com):
"The desktop is not designed to store personal data files - it is intended for shortcuts and gadgets only. The best way to store your personal data files is in the Windows 7 Libraries and any sub-folders thereof. You can then simply create desktop shortcuts to these libraries/folders."
When you log into your computer - even if you don't require a password - you are logging into a 'user profile'. The User profile is largely made up, not surprisingly, your desktop! The desktop is where all those roads lead back to. The larger your desktop is - the larger your user profile is - the longer it can take you to boot, shut down, search indexed files, etc. Change an item on your desktop and Windows needs to re-index it. If your desktop is relatively small - that's not a problem, but if it's so large that it can't index your files before another change occurs it can create a cascade of errors, slowing or even crashing your computer.
I've had several people come to me with a computer crashing repeatedly for no apparent reason - until I boot up the computer and see gigabytes of data on the desktop. Simply copy and paste to the 'My Documents' folder, then send shortcuts to the still highlighted items on the desktop has remedied this every single time.
As I also work on domains and often have people coming to me saying, 'I booted my computer and it said it's logging me into a temporary profile'. Sure enough - the users' profile became corrupt, though thankfully the registry normally does its job and backs up the profile. Rename the backed up profile, delete the temporary profile and reboot - a messy desktop every time! Clean up the desktop and the user has no further issues.
P.S. This is also true on Mac's.