... track you a bit better and get paid a bit more easily (if with a hefty tax), but more importantly, they can be on the Home screen of users, which people will look at a billion times per day.
Yes you can bookmark a website - and nobody does, it gets buried in some submenu you don't even know how to bring back up. Yes you can pin a bookmark on the Home screen, but people don't know how - and even if they did, they likely wouldn't get a nice icon, and it would launch an irrelevant browser interface around it, and it would all feel a bit crappy.
Whereas, people know very well how to install an app. They'll automatically get a nice big logo on their home screen, and when they tap it the magic will happen as it's supposed to be. The big logo will remind them every other minute that they might want to access the service. Etc etc.