This only happens if you do not have a viable Icon at your Desktop, or no Icons at all (Desktop --> Right Click --> View --> Show Desktop Icons).
The Windows internal search always catchs your keystrokes and trys to find an Item with the letter you pressed.
At Desktoplevel it works like the folloing example:
Lets say you only have "recycle bin" at your Desktop. If you type the letter "R" it will highlight "recycle bin", if you typ "RE" fast enought it will do the same. You can do the same in the whole Windows Explorer Environment (the Desktop is part of that)
The Windows Desktop works that way since Windows 95 up to Windows 11.