I can see that mobile web site is allowed to open on desktop for all stack exchange sites.
So What's the purpose of allowing to open mobile web site on desktop?
False positives might occur i.e. browser that appears to be desktop but is actually mobile. In such case, not letting the user view the mobile theme would be very bad.
Easier debug: when something isn't working properly in the mobile theme, it usually can be observed on desktop browser as well, running the mobile theme.