I had the same question.
The only self-custodial Lightning desktop wallet I found is Electrum.
Electrum has its own Lightning implementation designed for desktop use. In other words, It's not a UI which wraps a LND, CLN, etc, node.
Of course, there are risks to mitigate when a Lightning node doesn't run 24/7. The short of it is that if an Electrum Lightning channel is in the state in which funds can be stolen by the other party, then simply run Electrum once every 6-7 days so that it can check for cheating attempts.
That's just a little bit of maintenance to get a really damn good Lightning desktop wallet.
One thing to note is that Electrum has been around for a long time, and thus has been the subject of hacks. So it's important that you download Electrum from https://electrum.org/ and verify the download.