Why is my desk still sticky?
When you apply varathane you're basically spreading around a plastic (polymer) dissolved in a solvent. When the solvent evaporates, the plastic comes out of solution and solidifies.
If its still sticky, the solvent is not entirely evaporated yet. You may need to wait longer because your room is cold. Or, perhaps your wood was not clean and had lots of natural oil on it (some sort of exotic wood) and this oil is slowing down the evaporation process.
Best option is to keep waiting (unfortunately) but if it does not set in a week+ then you may need to strip everything, clean everything, and start over.