Why does google play music conceal music files from the user on an android but not on a desktop computer?
Google Music tries its best to hide the music files everywhere, but some cases (like connecting your phone to a computer) cannot be prevented. If you have rooted your phone you actually can access the files using the right tools. 

It's part of fighting piracy: Google can't prevent piracy but they can make it as hard and inconvenient as possible so users will pay for their music.