The main difference is that when you click connect, if it needs to prompt for credentials, it does so in a separate pop up normal window.
Indeed with a touch interface its much easier to close something by touching elsewhere than it is to force clicking a close gadget (or typing CTRL+F4). It gets round limitations of a touch interface. Alas on a non touch desktop it does not belong.
(same way as adding a user throws you out to the metro users app)
More to the point, I try to educate all around me that if you put a single fingerprint on my screen, I will break your fingers! Last thing you need on a desktop is having to stare at everything through an oily smeary glaze.
Its a sony thing IIUC.
(I had to smile at a clients place last week - I sat down at a relatively new ASUS i5 laptop that I had upgraded with a SSD, and sold them a few months back - thinking ah yes, this was one of those nice ones with the built in 3G/4G radio, and fingerprint scanner. Needless to say you could no longer see the FP scanner since it was hidden under a number of "post it" notes that were sellotaped over the palmrest with all vital stuff like an internal telephone extensions list, and login details for the main web sites they use)