This is very simple. When you run Powershell in an administrative prompt, your "current directory" defaults to C:\Windows\System32
When you run it from an icon, it's not running in administrative mode, and the default "current directory" is your user profile..
There is no "Desktop" directory under C:\Windows\System32, which is what the error is telling you. You're telling it to output to a file that cannot exist because the directory does not exist. There is, however, a desktop directory in your user profile.
If you look closely at the error, it tells you exactly what the problem is. "DirectoryNotFoundException"