Web apps come from a tradition of engaging the user. This means (first order) to keep people using the app, often with user-hostile strategies: distraction, introducing friction, etc.
Native desktop apps come from a tradition of empowering the user. This means enabling the user to accomplish something faster, or with much higher quality. If your app distracts you or slows you down, it sucks. "Bicycle for the mind:" the bicycle is a pure tool of the rider.
The big idea of desktop apps - heck, of user operating systems at all - is that users can bring their knowledge from one app to another. But web apps don't participate in this ecosystem: they erode it. I try a basic task (say, Undo), and it doesn't work, because web apps are bad at Undo, and so I am less likely to try Undo again in any app.
A missing piece is a force establishing and evolving UI conventions. It is absurd that my desktop feels mostly like it did in 1984. Apple is trying new stuff, but focusing on iPad (e.g. cursors); we'll have to see if they're right about it.