E.g., consider an OIDC log in. It's really one app (the relying party), redirecting to a whole different app (your SSO of choice). You can't exactly do that in another app without, I think, really running into issues of "is it my SSO, or a phish?". The browser provides that trusted layer of "I am look at this app" (via the URL bar). And even then … that's fraught with absolutely immense tons of peril.
It's also a distribution mechanism: I don't have to download Slack, Discord, Postman, etc. — I just go to a URL, and the browser downloads the code needed. (I can and do download some of these, and there are some advantages to do so. But then extend it to every app I use on the web: my bank, Turbotax, my email, my three different loan payment sites, my landlord's payment site … that'd be far too many downloads.)