They are the same. The new versions of Power BI could be installed from Store only.
I noticed if you install the Win10 Store app, it doesn't overwrite your existing installed program. You would need to install this if you wish to avoid conflicts. Your cache will be lost as well, so you will also need to re-enter all of your passwords.
I had some personal issues connecting to Oracle databases with the Win10 application, there weren't present in the desktop version. It is possible to force a download of the desktop version over the win10 version, which i needed to do to get my Oracle connection working. I'm sure this will resolve itself eventually.