Native is nice, native is fast, and it will have its place (compare how bad is Google Meet compared to Zoom with respect to CPU/RAM), but web is becoming "good enough".
Only if you are using a Mac. On linux, the zoom client is neither fast nor (in my admittedly slightly subjective opinion) nice.
edit: judging by `strings`, it's Objective C/Cocoa app on Mac. As native as it can be. No idea on Linux.
edit
just judged on dependencies of the deb package, it looks like a native app. But, I will check the actual app.
https://support.zoom.us/hc/en-us/articles/204206269-Installi...
I see my processor spin up to 90% utilization whenever I do a zoom call.
thats rarely true for complex web apps... (doubly true if your using firefox)