Most likely two reasons; A perhaps less obvious one for the world of tech people: It creates service dependency. If the software is already installed on your machine you are less likely to go with a competitor as that will require you to change client. This app you mentioned does not appear to be interoperable with other services.
Secondly, it creates a point of data collection. If the service is collecting data anonymously or non-anonymously more data can be extracted with a native application over a web application. This is due in part to sandboxing and limited API in web browsers. (As apposed to native applications) This can be seen a lot where a company will make a cellphone application that is just a window to a web application but requires many more permissions. (Often seen on the android platform)
Some design options that are available in desktop applications are not available, may be limited, or sometimes are just harder to account for on the web in some cases. Some that I can think of briefly are integration with other native applications, dragging and dropping (which is now possible in HTML5), and plugin integration. (Think of all the plugins that don't work with Microsofts Office365)
One big one is the use of networking, without using a plugin you are limited to communicating with servers that you can address. This means web apps that use VOIP or transmit video (webcam video persay) would become very costly to the service owner in bandwidth. On native apps, like Microsofts Skype, developers can use methods such as NAT traversal with help of STUN to punch holes in NAT in order to create peer to peer connections.
As a side note, it appears with WebRTC it may be possible to do a few of the things mentioned above, and I'm sure a javascript programmer will jump and say it's really easy, but before recently it wasn't possible without plugin, and we cannot expect every user (especially enterprise) to be using a modern browser.
These are just a few design reasons that developers would try and push a desktop version for. I'm sure someone else will bring some more up.