Because unless your desktop is dedicated to banking, there's always the chance that one of your other activities will install malware. If you don't use FDE (the majority of people) and you saved your banking password in the browser rather than a password manager (likely a scary amount of people), then theft is also an issue.
Neither of those things are really a problem on a mobile device.
it's so obvious they need backdoor access it's not even funny.
The state requires this as single sing-on to several other entities. By owning both your password (which they have by definition, it's where you log in) and the 2nd factor (it's an algo on their app, conveniently backed up on their servers).
It's already public five eyes did worse in the past. This is very much in their alley.
What what reason you would have to REMOVE security features you already had in place?