Why install software, if I can do this quickly in a browser, especially if I need to do this only once?
But the back-end of a browser-only tool may not be. And it may not be online the next time you go to use it. Or it may lose or sell your data.
Ummm, there’s Spectre in JavaScript.
The list of bad things a web app can do is a strict subset of the list of bad things a native app can do (after all, the web browser is just another a native app).