Native look&feel makes for a consistent UX across apps. Users learn one set of conventions and UI controls that uniformly applies to all applications. In addition, all applications benefit from enhancements made to the native UI toolkit and integration with the OS (input methods, file dialogs, keyboard navigation, automations, …).
Moreover, web UIs tend to be less sophisticated and less power user friendly, due to HTML/CSS and browser API limitations. This unfortunately often carries over even to non-browser-based applications that however use a web-like UI.