There is no real difference between the Desktop Edition and the Standard or
the Enterprise Editions when it comes to security; however there are when
you look at the location of these databases: setting a SQL-Server on a
desktop machine with all the trojans, viruses and hackers that may affect or
attack a personal machine with a full connection to the local LAN and the
WAN is much less secure than setting it on a isolated server located behind
its own firewall and with only the minimal network access and applications
running on it.

Machines that are used for everything in the office are also known for their
bad tendencies to collect every virus and trojan that may come around and to
be a prime target for hackers.

A local user will also have a much easier way to hack his way to the data
files of SQL-Server than he will have for a machine which is physically
locked away and doesn't provide any direct access to its desktop and file
systems and that will show to the exterior (including the local LAN) only
the TCP/IP service port of SQL-Server.