Simply because native UI is faster and more functional and better integrated and better thought out than anything webdevs of any company can put together even if they cared to do it well. Sites like Reddit, or platforms like Slack or Discord, are
perfect use cases for native clients, because there's a
lot of space to make them better and more streamlined than the webapp.
Unfortunately, that only ever happens when some third party gets involved, and rarely survives long - but the experience, however brief, is glorious. See: RIF ("Reddit is Fun") on Android; Ripcord (Slack/Discord client) on Windows.