Leaving aside the fact that only knowledgeable people know to hunt down links for the desktop applications...
Why should one install extra, useless programs on their computer, contributing to bloat, simply because one runs Windows? I mean, I get it that Windows users are computer illiterate and just install anything shiny

(okay not really -- just most of them

), but why is that any kind of excuse?
Seriously, though, there are plenty of valid reasons to want to download from their website.
Including the fact that it is nevertheless highly embarrassing for B&N to have their site Just Not Work. And people love to criticize them here.