2 things - as Suroot already mentioned, once you release a desktop app, it doesn't have to be "forever", especially nowadays.
But in embedded, once you "ship it", it's on its way to Mars so you're not going to be able to pull it back.
Also one of the major differences are that embedded programmers are generally a LOT more conscious about efficient code and memory management - desktops run horrible code really fast, embedded doesn't.
