There are literally thousands of possible reasons for using SQL Server as the backend database for a desktop application. You'll have to ask whoever wrote the application which of the reasons appealed to them.
why sql sever 2005 is used as backend in developing desktop application
Many if not most applications require a data store of some kind. If you need a data store then SQL Server is one very popular solution and it has good integration with .NET if that's what you use for development.