Ghee is for the most part clarified butter. In French cooking the butter is clarified until the milk solids drop to the bottom and the foam rises to the top. The foam is skimmed and the butter poared off. With Indian cooking the butter is clarified long enough for the water to evaporate. What you're left with is pure butter with no milk solids or moisture. Because Desi Ghee has no milk solids or water it can be stored at room temperature without fear of spoilage.
The reason you'd want to go through the process of clarifying it yourself is that Desi Ghee can be very expensive in the store. A mayonnaise jar of Ghee can run you 15 dollars. You can make that amount yourself for about $5 or less depending on what kind of deal you get on butter.