You can bookmark individual pages in PDFs. PDFs also have the advantage that they are trivial to archive (just copy the file), whereas with websites you'd have to download all the assets (and know which assets to download, so you don't download the whole domain). Another thing is that web browsers these days are pain to use. I'd much rather view a book in a proper document viewer. PDFs also allow for much better typography than web browsers. And forget about having a standard way to render mathematics well in at least 3 different web browsers.