There is probably more of a difference between desktop and web applications when it comes to the logout function.
Often you'll find that users accidentally or unintentionally close a tab on a browser and the information is cached so when they open the link again the session is restored. In that case you need them to explicitly log out to indicate their intentions. However, many applications with stronger security measures don't allow users to do that so they have to log in again.
With desktop or mobile applications, many of them are designed to continually run in the background (e.g. Windows OS or iOS phones) so logging out effectively stops the notifications and other features from working so the developers might not want people to log out.
However, instead of making it hard to find where log out is, a more user friendly way could be to display a message that lets the user know what will happen if they log out and confirm that this is what they want to do.