The difference between the two is that the Microsoft Store gets Power BI Desktop updates, and the Microsoft Store ensures that only the components that change in each update are downloaded to your computer, thus reducing the amount of downloads for each update. There may be some components that are not updated successfully during the update process, causing problems when using it. Download the update for the installer that is fully updated. Reinstalling the previous version after completely uninstalling it will ensure the integrity of the files.
With the official documentation below, your doubts will be better explained.