URLs are addresses. For web, we messed up and URLs became part of the UI. It shouldn't be necessary to use URLs in most cases though. e.g. imagine using IMAP URLs to read your email.
Having entries like the following in my calendar app would be amazing:
"Company event on <date>, for details see linked email"
I remember Tim had a diagram that showed "links" between all different systems, all addressable by URI/URL.