Centralized protection
Network security software is accessed for changes by one central user. Desktop security software can be reverse engineered even accidentally. Users may inadvertently double click on something that they should not have. More importantly, desktop security is more susceptible to viruses and worms. Vendors know this but don't tell you. The advantage to having your monitoring centralized is that hacks can be halted before they do their dirty work.

The problem with desktop software is that it is accessible through an internet connection. Virus attackers and other hackers need only have access to the internet. Network security software can be put on a machine that is separate from the internet and network but able to monitor information coming into other machines that are net connected.
Firewalls everywhere

One essential effect of network security software is that you can install firewalls at every important node in your network even between every machine. The same desktop security flaw can be exploited in every machine with the same basic internet connection.

Some Other Advantages

• Less drag, more processing time . Anti virus software on each machine slows down each machine. Centralized protection eliminates this cumulative drag.
• Centralized compatibility . Any time you download or install a new program you run the risk of it being incompatible with your old anti-virus software.
• Updating . Can you count on all individual users in your organization to update anti-virus software? Centralized network protection eliminates any worries about employee vigilance.
• Time saving . This applies to all of the above. Updating and managing downloads can all be done from one central location.

Features

Spy Site Blocking
Prevents spyware from getting on your PC by blocking its primary source: spyware distribution websites.

• Blocks you from accidentally visiting or being redirected to websites that distribute spyware
• Prevents spyware already on your computer from contacting websites to exchange information, give out your personal data, or get updates

Privacy Protection
Manages and blocks pop-up ads, online profiling, cookies, cache, and scripts so you can surf in peace.

IM Protection
Protects your instant messages - even those sent between different services - so they can't be monitored.

• Secures your IM sessions from spyware and virus infiltration
• Prevents IM spam
• Restricts your kids to IM'ing only to known, trusted people

Email Security
Quarantines suspicious attachments to help defend against unknown viruses; automatically halts outbound messages to keep you from accidentally infecting others.

Parental Control
Prevents children from viewing inappropriate content on Web sites.

• Blocks inappropriate Web sites with over 30 categories to filter including pornography, violence, and freeware
• Scans uncategorized Web sites before they load onto the Web browser to determine appropriateness

Source1: http://www.softwareinfoguide.com/computer-security-software/advantages-of-network-security.aspx
Source2: http://www.checkpoint.com/products/za_iss/features.html