I use the Slack app for Windows, and the value for me is that it gets its own easily identifiable presence in my Windows task bar.
I have a (self-inflicted) problem with tab proliferation, and because I rely heavily on Slack, it's just way more convenient to use the self-contained version than to have it running in a tab buried in one of my browser windows.
It doesn't bother me at all that the Slack app is an over glorified web browser running the Slack web client.