Hi Matt,
Depending on what product you are on The Desktop Management module is now a part of the Kaseya core for some products (Essentals for example) and as such cannot be "removed", other than to switch it off from all Roles so that no one uses it. The Desktop Management module includes vPro management and Wake On Lan capabilities the we felt everyone could benefit from.
Desktop Management is also the new home for the previous KDPM products: Desktop Policy Management and Desktop Migration. Those functions will only be there if you are licensed for them.
None of these products run any 'scripts' on your machines. What you may be seeing is a part of the default Audit process which picks up some desktop settings to populate the Kaseya DB for various reports. If you can post up a screen shot of the Agent Procedure you are referring to I can provide more detail.