VR is another area where native desktop is still superior.
Then there is anything that is dealing with a lot of local data and device drivers. Video editing for example.
Development tools that work in a browser are getting better but native (or even just Java-based like IntelliJ stuff) still seems superior for now.
Stuff that doesn't use TCP, like network analysis tools, either need to be done as a desktop app or need to run a local server to point the webapp used to control them to.
I guess what I'm getting at is that if you need low-level access to the local device or if you care a lot about things like rendering performance then native is still the way to go.