Can't think of any advantage other than overclocking, but even for that there are desktop boards with Xeon/ECC memory support. And if you go into nitty gritty you'll see most Xeons support VT-d while desktop i7s do not.
Xeons also support up to 3 DIMMs per channel (ECC required, iirc), which means you can have up to 9 DIMMs per socket while desktop parts make do with 6 DIMMs max.