Hi @arunpaul
Right, the Desktop flows do not have the approval feature.
Please be noted that these are not different versions like you mentioned as web and desktop version.
PAD (for Desktop flows) is the RPA tool and can interact easily with screen elements and more of local files.
Whereas Cloud flows interact easily with applications that are on the cloud like Excel Online, Sharepoint, OneDrive, and much more. Has other options like triggers, connectors etc.
Also since a Desktop flow can be called from a Cloud Flow you can think of using this if for some reason you "have to" use PAD and Approvals.