They have less BS running out of the box, relying on technicians to install and run what they need generally. Desktop versions are so full of startup bloat I can barely stand it.
Networking;
Well, all versions of the OS use the same network stack, lower versions of windows (like Home) have artificial limits on max sockets and connections they are allowed to open and things of that nature to help differentiate the product lines.Server version do have special network features like NIC teaming etc, but really, that doesn't make them faster on a per NIC basis, just more flexible to different use case scenarios.
Also remember when you sit at a server console, there's often 24 or 32 threads of horsepower, lots of RAM and a really expensive RAID array to feed you data.