I am not saying web development is necessarily easier. I don't have any problem believing Javascript or AJAX is a lot of pain to get working consistently across various browsers. What I am saying is that serious software (i.e., the kind that people are willing to pay for) requires deeper knowledge and practical experience to get right.
Most profitable software requires deep knowledge of at least one relatively unknown technology (the three web startups mentioned above are exceptions). This applies as much to web startups as desktop startups, eg. Google had deep knowledge of search, YouTube of Flash and video, Amazon of inventory and retailing. But acquiring this deep knowledge is not rocket science: typically, you identify the technologies that'll be useful for your app, you read all the publicly available documentation, you download a demo and write some prototypes, you ask some questions on a mailing list, and you e-mail the support people at the vendor (possibly paying for a product along the way). Fresh college graduates typically don't have this knowledge off the bat because it's not taught in school and they aren't exposed to it, but that doesn't prevent them from picking it up quickly. Look at Loopt, for example.