Your OS doesn't do that. Would you really like very icon, every button in OS to have hand cursor? Why webpage should be different?
Buttons already have quite good affordance.
Buttons already have quite good affordance.
But the web != your OS. Many things that work and are expected on the desktop, such as double-clicking, right-clicking, and dragging, are considerably more rare online, where there are a different set of expectations and, as you mention, affordances.
And the sad thing is that desktop applications are starting to do this too. The new Symantec Antivirus interface is all webby and slow (something else I don't like), and uses the hand for buttons. This makes me a sad panda.