The short answer is tech debt. The major mobile OSes got to build a new third party software platform from day 0 in the late 2000s, one which focused on and enforced priorities around power consumption and application sandboxing from the getgo etc.

The most popular desktop OSes have decades of pre-existing software and APIs to support and, like a lot of old software, the debt of choices made a long time ago that are now hard/expensive to put right.

The major desktop OSes are to some degree moving in this direction now (note the ever increasing presence of security prompts when opening "things" on macOS etc etc), but absent a clean sheet approach abandoning all previous third party software like the mobile OSes got, this arguably can't happen easily over night.