You can still use Debian on the desktop, it has all the WiFi support e.g. Ubuntu has. It's just the installer that doesn't have parity since it's 100% free, working around it is a bit of a hassle as I described, but a one-time pain.
Firmware is software that runs on the actual hardware itself, in this case it runs on the microprocessor on the WiFi card
personally i would like to see non-free software kept out of the main disc images but the images including firmware being more visibly advertised and it made clear on the download pages what hardware requires it and who needs it.
And some WiFi cards works out of the box with Debian? Is that because the manufacturers of those cards provided the source of their firmware or because open source alternatives have been written by somebody else?