Web sockets have their own issues that can be/are implementation dependent.

For example, some websocket servers don't pass back errors to the client (AWS). That makes it quite difficult to, say, retry on the client side.

Chunked encoding is used by video players - so you can request X bytes of a video file. That means you don't have to download the whole file, and if the user closes the video you didn't waste bandwidth. There are likely more uses of it.