there are 3 different installs of Power BI Desktop and you can have them installed side-by-side (and I have had all 3 installed on my machine for the last 4 years)
The version from the Microsoft Store
(this is the only one that auto-updates and it’s the MS store that does the updating, not PBI Desktop)
The msi version download for the Microsoft website: https://powerbi.microsoft.com/en-us/downloads/
(this does not auto-update, but does prompt that a new version is available)
The Report Server version
(this neither auto-updates nor prompts when a newer version has been released)
Microsoft Download Center Version
If you are like some of these users, you may have downloaded the Microsoft Download Center version. The Microsoft Downloaded version is a static version of Power BI, which doesn’t update automatically. The only way you can update this version is by downloading the new version manually from the download center, such as illustrated in the image below.
Microsoft Windows Store Version
To update the Power BI desktop automatically, you need to download the Microsoft Store version of Power BI Desktop, which is only available on Windows 10.
Now you have seen two different downloading Power BI desktop forms. The main difference is that the Microsoft Store version has automatic updates, and the MS Download Center version does not update automatically. For me, it is a great convenience to have the Power BI desktop updated to the latest version automatically. However, if you prefer the static version, then the Microsoft Store might not be the right choice. Here is a download link to both options of Power BI Desktop