why do files on my desktop disappear

Have no clue as you provided no system details what-so-ever or what you are doing when the disappearance happens.

Care to share which OS version you are using?

Please detail ALL you have done so far in the way of troubleshooting? Need this info to avoid the been there done that scenarios.

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no idea, but relunching Finder helps

by pressing "option+command+esc", and select finder and relunch it.