Docker is not your average GUI text editor or video player. It is supposed to be a TUI-first container app, similar to Podman, Incus, etc. The GUI applet is something you can add for your convenience.
A container is somewhere between running on bare metal vs virtual machine, in the sense that it is an ephemeral, isolated system, running on the same kernel with minimal overhead.
Docker for Windows runs the whole Linux kernel in VM. Basically, now you’re running a container inside a VM. That’s a lot of overhead, if you understand what that means. And btw, the desktop app for Windows is available on Linux. It’s just that you don’t really need it.