...if you are in a country with power issues.
Of course, unless you have some great backup system going on for your desktop. And especially if your performance on both devices is the same!
Otherwise, don't let the stress of "is the power going to go out?" during an exam affect you. Use a laptop that (just in case) has a battery good enough to get you through. Also make sure your internet connection will work just in case the power goes out!
If you don't have a laptop ("I only use desktops!") but a family member you live with does have one, politely ask if they could let you borrow it till this whole "gmat nonsense" is done with. You might need to get a bit familiar with the laptop (do a few mocks on it perhaps) and it would be good to do a mock check-in, too, before your actual test date