Filled Map

Yes, unless I am very much mistaken, you need to be connected to the Internet in Desktop for the maps to work. The reason, as you stated, is because Bing maps is used for the geocoding. Otherwise, the Desktop would need to store all of that geocoding data locally and that would be a lot of information, think every country, county, city, etc. in the entire world. Plus, all of the logic for geocoding the data would need to be duplicated in the app. Basically reinventing the wheel when a perfectly wheel already exists. This is the new Cloud first, Mobile first world, the days of wholly contained, local applications is over.