While Daniel Foré adequately explains the design decision, it does not answer the actual question. You can get the old desktop paradigm back by installing the *Nautilus* file manager (part of the Gnome project). Also Nautilus will appear inside Slingshot as a second, alternative filemanger to *Pantheon Files*.

1. Install Nautilus without all the related Gnome packages and dconf-editor, by running the following command in terminal: 

        sudo apt-get install --no-install-recommends nautilus dconf-tools

2. Edit the following config entries by running `dconf-editor` in terminal or starting dconf-editor from Slingshot: 

        org.gnome.nautilus.desktop

    Check entries you'd like to see on the desktop

        org.pantheon.desktop.cerbere

   Add `nautilus -n` so the entry should look somewhat like this:

        ['wingpanel', 'plank', 'slingshot-launcher --silent', 'nautilus -n']

    Run `nautilus -n`

        org.gnome.desktop.background

    Tick the show-desktop-icons box 

*Based on the blog post ["Enable desktop icons and right click on Elementary Freya OS."][1]*


  [1]: http://mylinuxideas.blogspot.in/2015/04/enable-desktop-icons-and-right-click-on.html