I work in a company with a large corporate intranet.  Many of the servers are
both SQL Server hosts and file servers.  

For reasons beyond my understanding (i.e. management), it has been proposed
that a new Winforms application be deployed by putting it on the same server
as the database server it uses.   Presumably users would just set up mapping
to that server via Windows Explorer and probably set up a shortcut icon on
their desktop.

(I really haven't given much thought to this sort of a problem, since much
of my recent work as been in Webforms.)

What would be the drawbacks of this approach, if any?