What speed of internet are you paying for and what style of service is it? DSL, cable, fiber?
Apple devices do not support QoS (Quality of Service,) meaning, your Apple laptop (unless it's running Windows) is likely using all of the available bandwidth your router will allow it, which can cause Windows based machines, which do properly support QoS, to have what would appear to be a very slow connection to the internet. This is true for all Apple products. It gives the appearance of better performance, but it's actually because the products thrash the network activity of other devices, rather than cooperating nicely.
You will never get a better connection through wireless than using a wire, unless your wire is broken or malfunctioning. Even at best, wireless will give you a fraction of the throughput and have greater latency. This likely has absolutely nothing to do with your perceived difficulties.
If your desktop computer is just freshly built, it is very likely there are a multitude of patches waiting to be applied, unless you have specifically done so already. These take bandwidth to download. While it's unlikely you'll notice it, it can affect your internet's apparent speed.
Windows 8.1 has an updated browser. Sites such as YouTube may be treating the browser on your Mac differently than on your desktop. They have both an HTML 5 and a Flash version of their software, and most users are not going to realize which they've got in front of them when they pull up the site. This can easily affect the outcome of watching videos on their site. The HTML 5 version was in Beta, last I recall, but is where they are headed, as the internet community isn't exactly in love with Flash, it just happened to be the only game in town at the time. YouTube opts people into the HTML 5 browser program without asking or saying. It's funny, as the two computers I have here were both running Windows 8 at the time, but one was on the HTML 5 viewer and the other was using Flash. It was just random selection by YouTube.
Are you downloading Steam games while trying to watch videos on your desktop? Have you confirmed there is no other activity on your network other than the video test? Are you trying to watch the exact same video with the exact same bit-rate settings on each machine?
Maybe you should do a bandwidth test, so you have some real numbers:
http://www.speedtest.net/
http://www.speakeasy.net/speedtest/
http://www.bandwidthplace.com/
These sites will tell you just how fast data can travel between their host site and your machine. I suggest you run the same test on your laptop and your desktop and tell us what the numbers say. You may be surprised.
Killer Ethernet is not an MSI product, therefore, while the fix may be supplied by MSI, it won't be sourced by them.