Laziness. We know what desktop apps are supposed to look like, but designing good Web apps is still more of an art.
reusing learned behavior is good for usability.
Gmail? Google Docs? They work, look fine, and lots of people use them all day long.
Neither of those are at all desktop-like. Google was arguably the first NON-desktop-like email emulator, because it didn't include things like drag-and-drop, focusing instead on what it could do well that a desktop app couldn't.