One reason allowing a user to change the desktop configuration poses a security problem is that to change a desktop the user must also be given rights to change other system settings.

Yes.

Explanation:

For each desktop there is an administrator account and various user account. The changing desktop configuration rights are being given to the administrators only. If in case the rights are given to certain users, they can definitely do some changes in the systems settings, and that can be dangerous at times. They can even get access to certain other nodes if there is network vulnerability, and this can be deadly definitely. Hence, the users are not being provided such privileges as it certainly poses the security threats, It can be deadly definitely.