It may help to explain how you get the files back using the Finder.
Is this a new problem or an old problem? If recent, then what has changed on this laptop recently? Did you enable or disable iCloud?
Is it all files & folders stored on the Desktop or only some of them?
Are you using any anti-virus apps, cleaning/optimizer apps, or third party security software? These types of apps are not needed on a Mac and will interfere with the normal operation of macOS.
Try booting into Safe Mode to see if you still have the same problem. You may experience some reduced functionality since third party drivers will not be running...it is important to find out if the issue still occurs while in Safe Mode.
You can also try creating a new macOS user account. Log out of your current user account and log into the new user account. See if the Desktop issue still occurs. If the new user account is fine, then you have some sort of issue with your main macOS user account.