On the desktop: pixels and built-in acceleration
The desktop pointer moves in screen pixels. Microsoft states it explicitly: if you move the mouse slightly, but not far enough to reach the next pixel, no message is generated at all. The pointer path can never be finer than your screen.
On top of that, Windows applies acceleration to the pointer, which Microsoft calls ballistics: the same hand movement travels a different distance depending on how fast you make it. For desk work this is intentional, it makes small buttons easier to hit.
In games: raw from the device, no acceleration
Games take a different path. They read the mouse raw, straight from the device stack and, in Microsoft's words, at the lowest level possible, and no ballistics are applied to this raw data. One centimetre of mouse is then always the same amount of turn, no matter how fast you move.
This is not a quirk of game developers but the documented recommendation: Microsoft itself writes that the desktop path is not well suited for a first-person camera because the fine precision is lost, and its summary explicitly recommends the raw data path.
Your mouse reports more often than your monitor shows
Modern mice report up to a thousand times per second. That is so many events that Microsoft describes a dedicated batched method that collects several accumulated reports at once between two frame loops. For comparison: common monitors show 60 to 240 frames per second, so your mouse delivers a multiple of what you will ever see.
What this means for you
If your mouse feels different in a game than on the desktop, nothing is broken and nothing is misconfigured: these are two different, deliberately chosen reading paths. It only matters when a game accidentally inherits the Windows acceleration; most games call the raw method Raw Input in their options, and switched on it is the most consistent choice.