If you right click icons in the gnome menu, it says "Add launcher to
panel". When you do the same thing to icons on the desktop, it doesn't
give you that option. That option would be useful for desktop icons,
too. If this cannot be done atm because gnome doesn't allow it, would
gnome allow a Desktop menu to be added to the Gnome menu that has the
same stuff as on the desktop? Then people would probably be allowed to
add it those things to the launcher.
The gnome desktop is largely meant to store files, not launchers, so
this doesn't make much sense to waste precious context menu space on.
However, you can just drag and drop the files on the panel if you want