Desiring to undo one's existence
Sometimes I wish I hadn't done something, and that I could undo what I did. That is a coherent desire. What I desire is after all not that the world be such that at time t1, I do X, and then at t2, I do something else to the effect that at t1, I didn't do X. That's nonsense (unless I wish to inhabit a branching universe, which, let's stipulate, I don't). Rather, I desire that at t2, I do something to the effect that at t1, I didn't do X in the first place.
A harder case: suppose I wish I had never existed, and wish to undo my existence. That still makes sense, I guess. It's like the wish to be somebody else: I wish to do be a person who does something such that by doing this, they make it the case that the person I in fact am never came into existence.
But maybe that's not enough? What if my desire is not only to excise the person I actually am (i.e., wo) from history, but to excise my entire point of view, so to speak -- to make it so that when I've done it, even the person that did it has completely disappeared from history? That really seems incoherent. So perhaps there are desires that the world be a certain way (completely devoid of subjects, say) such that it is incoherent to desire to make the world that way.
I think that you're right that there are desires that the world be a certain way or end up a certain way without desiring that the world is made that way by the desirer (similar remarks hold for intention). I've always wondered whether edxamples like this caused trouble for certain views like Harman's on which the contents of those states have self-referential content.