Real answer is likely that we're so inundated with apps being a solution that most common people wouldn't even think to use the website. Most people aren't tech literate enough to know that their computer is still on, even when the screen goes black from inactivity. Same for phones. For this majority, the solution they're presented with of the Microsoft Store is their go-to, and they don't even know what an Operating System is.

I feel compelled to link this comic page here, even if most of us aren't experts. I think it still applies: https://xkcd.com/2501/

People would just do that, but an app can harvest soooo much more telemetry data. Business executives will claim the app provides a "richer experience," by which they mean they'll experience getting richer by harvesting more customer data to sell.

It’s like that trade-off meme; you get the resolution and bandwidth you pay for, Netflix gets all of your Telemetry data.

I may be mistaken, but I remember reading a while back that browsers are limited to 720p or 1080p for Netflix, only their apps have access to 4K, higher bitrates etc.