It's fascinating how many of these tools exist. Some users have already posted similar tools in this thread, here's a YC backed one [0].
Also, Setting up the desktop app vs the browser extension, the difference is way huge. It's way easier to work with browser extension when it comes to your intercept & modify browser traffic.
As of Now, We have started to get requests to scale Requestly to other platforms to debug Mobile & Desktop app traffic too hence we have recently started to work on the desktop app (https://requestly.io/desktop) (It's still in beta but usable). Here's a video a friend created sometime back - https://www.youtube.com/watch?v=LUqlA9j9Lx4&t=1s which explains how you can modify headers using Requestly desktop app.
We'll try our best to solve the problems with Requestly that still exists in Charles, Fiddler and similar tools.