It's not. I feel the same way as 'interpol_p, and I'm an Windows/Linux + Android user.
The webapp ecosystem is making the same class of mistakes pure-Java UIs used to. They assume e.g. that a textbox is just a rectangle on a screen that you can type stuff in. But it's not just that; it's much more.
Each operating system has a large set of default UI behaviours and idiosyncrasies. Continuing the example, a native textbox may be a clickable rectangle accepting keyboard input, but it also has a set of well-defined behaviours for Tab-cycling, text navigation, right-click handling, keyboard shortcut handling, cut/copy/paste handling, etc. Web applications fail to replicate that functionality completely and consistently. And platform consistency is a feature - one that many users value.
On top of that add resource waste (spinning up a webview and parsing heavy markup languages just to show a bunch of buttons) and web-specific failure modes - many vendors do not care about making their webapp work correctly when connectivity is limited, spotty or lacking. Hence the occasional full-screen 404 or 501 or connection-lost error when you press a button.
I want my applications to be performant, platform-consistent and interoperable. Web apps fail at all three, hence I avoid them like the plague, and discourage everyone from developing them.
About the only benefit I, as a pro user, I get from web application is the relative ease one can reverse-engineer their backend APIs with.