I have QB online but want to switch over to desktop.

Do you need to migrate data from QBO US to QBD US version? Visit the following reference

https:// quickbooks.intuit.com/learn-support/en-us/help-article/import-export-data-files/export-convert-quickbooks-online-data-quickbooks/L0tKtLwhn_US_en_US

Otherwise, you can purchase a 3rd party conversion service. Bear in mind, you can still find and purchase a one time license for QBD 2021 from some partners.