For the same reason that anything has a mobile application, because generally they are easier to use. Why browse a website built for a 15" laptop when you can have application with the same relevant information perfectly formatted for my device? Sure you can make a mobile version of the website, and they are step up for sure. But they still do not offer the simplicity and ease of use of a good mobile application can.
Because not every site is made for every platform. But also, I enjoy reading HN but leaving to one site and then coming back to HN its a bit of a pain. Also lets not forget every site has a different layout, banners, distractions, etc.