I use an email client because I don't want to deploy PGP keys to the server -- then there's no point.
It's interesting though: on mobile, everyone wants a client application. On desktop, people wonder why bother with client software when we have a browser. "Reddit for Desktop"? Hah, doesn't even exist! But "Reddit is Fun" for Android? People died on that hill.
For mobile I think usually it's so it can handle error cases more gracefully. How people expect something should act when the network goes away and it's a web page is often different than when it's an application.
The Reddit thing is also mixed with the fact that Reddit's mobile web interface is complete shit. You can't even collapse threads (or it's so hidden as ot be useless), which is something the desktop web interface does. It might not be the best example of why mobile users want an app, as it's functionally worse using their mobile web version, probably on purpose to force you to their app so they can monetize you... and now we understand why they did what they did and why people didn't want to use their official app, as the way they monetize you is to inconvenience you with more ads.
And that, on mobile, you're sometimes offline. Desktops and especially laptops are meant for use in fixed places like homes and offices (*cough* it's the truth!), where there is internet available, so you don't need an app to have your data cached offline.
Pardon my french, but Play Store is a bloody mess. My parents and grandparents have a lot of trouble navigating it to find what they need. They have less trouble with f-droid, probably also because it's not overflowing with adware and other crap that they need to wade through on google
Perhaps the difference is that on mobile, users are more sensitive to bad UX because there it's so much more easy for sites and apps to be irritating/unpleasant to use, and big corp first party mobile apps have a tendency to optimize for ad impressions, IAP sales, or engagement over usability. This creates a market for third party apps which exist entirely to be more usable.
Tildes.net is meant to work well on mobile web but I still get a vibe that there would be a large group that would appreciate an app for it. I am undecided myself: notifications in the notification area were nice (back when I used reddit is fun, 13 days ago) and things felt more... native? Fast? Behave as expected? But it's not like it's essential.
Its security, among other things. No mobile app has root access and can interfere with other apps or steal data easily. With desktop, many apps want admin access and its usually granted with one mouse click or one password copy paste. Even without admin access, desktop apps have many more rights.
In my own experience, it's because there are much more spaces in desktop and it's easier for companies to do what they want on it, and easier for users to ignore the flaws. Also usually users can use 2 hands to operate on desktop environment, so everything would look a bit more smooth.
On mobile, it's a different story, the screen real estate is small, and users can't operate both/one hand(s) comfortably like on desktop. Therefore, if you don't design the app smart enough and make users not comfortable, you're screwed up.
Apollo on mobile and desktop here. I haven't used reddit in a browser except by accident in something like five years, and I haven't used reddit pretty much at all for the past three weeks or so.
I use an email client because I don't want to deploy PGP keys to the server -- then there's no point.
It's interesting though: on mobile, everyone wants a client application. On desktop, people wonder why bother with client software when we have a browser. "Reddit for Desktop"? Hah, doesn't even exist! But "Reddit is Fun" for Android? People died on that hill.