Most of desktop software products assume that you have a powerful enough PC ( RAM and good processor) ->it's your cost to make it running. 

On the other hand, web gis software usually try to optimize rendering with various techniques. Just as an example, several millions of points are rendered quickly in our program. 

Quickest fix will be that you install another gis software, run simplification, rasterization or other algorithm, save result, visualize in the desktop app the results.