Desktop app is standalone. You just click the app icon to launch it, unlike the browser-based, you'll have to launch it in a terminal or Anaconda.
I don't think it's faster or more stable, because they're essentially the same things, just presented in different ways.
I don't use Voila, but JupyterLab and Streamlit are two different things, the former is an IDE while the latter is a web framework.