Mostly because you want a dedicated device to serve off of. If your desktop is always on it isn't that much different.
My desktop gets shut down, rebooted, crashed, wiped and reloaded, and otherwise abused as I get thoughts.
My home server has been the same (don't worry I run updates) for a couple years, chugging along, sipping about 1/4 the power my desktop would take.
In the beginning of your self hosting journey, the opposite might be true. You might want to try 300 things, and that's hard to do if you're trying to get work done on your desktop.