Unless you have a local model and the appropriate hardware for it, your agent is Somebody Else's Computer. Do you really want to send all your data and make your entire computing experience dependent on whatever OpenAI or Anthropic or whoever else is planning in this moment?
That's not even starting with inference time and token cost. Despite all the incredible advances in inference, it still takes more time than most non-AI computer functionality. Do you really want to wait a few minutes and pay money for something that you could also do with a few clicks fully locally on your PC?
But the most important thing: User interfaces. Right now, we're basically cramming everything you could possibly want to do at a computer into a chat interface. But there are lots of applications fir which specialized graphical interfaces are much more suitable. Why would you want to get rid of them?
Somewhat connected to that: Repetition. If you have to do the same task again every week or every day, it seems wasteful to ask the AI for it every time: Not just are you wasting a lot of time, energy and tokens, you're also at risk of getting inconsistent results, if the agent from today's session will interpret the requirements slightly differently than the agent from yesterday.
You can circumvent all those things by having the AI write you a custom app, but then using the app without AI to do the task.