Ian, you are absolutely correct about having desktop icons on the Start screen. What I really should have said is that I can't get the same integration into those tiles... they aren't "Live" tiles. (Of course, I've ranted before about the inability for desktop applications to integrate with the formerly-known-as-Metro experience... I won't start on that again.)
Another POV on this is that you can think of the Start screen as conceptually an extension of the Windows 7 taskbar. They both try to unify application launching, switching and notifications (plus instance management and quick actions, in the taskbar's case). So it would be nice if we had more parity and coherence (e.g., ideally using the same or closely related APIs) between what you can do with the taskbar and Start tiles for desktop apps.
(Besides this, tiles for desktop content, especially folders and websites, often just don't look nice or aren't visually distinguishable - folders all use the same ugly folder icon! I would really like a good built-in UX and services for easily associating your own icons for folders and stuff. Basically a more streamlined and service-integrated OblyTile)