They're still very much a thing on desktop. You're not wrong that Windows got better at protecting itself, but I suspect the reason you don't hear about them is just that few people use desktops anymore (other than developers who, for obvious reasons, are typically less prone to be infected).

Anecdotally, at least once a month for the past several years, I notice a youtube channel in my feed get hacked. Their usual content gets replaced with crypto, Roblox, or Elon/SpaceX spam. Big channels, small channels, it happens to them all.

There's usually a post-mortem when they manage to regain control. Every time the infection happened through a virus attached to an email or by following a link on their discord.

This kind of attack simply cannot happen on mobile (unless your phone is rooted and you have disabled all warnings).