A native app has access to OS information for the same kind of fingerprinting as with browsers, except with more bits of information. The reason, for example, iOS has the “ask app not to track” button is because the tracking could still happen, even more comprehensively than in a browser. Not exactly sure about macOS but I don’t see why it would be different.
Meta is keeping their apps as native presumably because native apps make better spyware. I think they literally do not have any other reason; if web apps made better spyware, Meta would push people to use their web apps, simple as. Meta is a spyware company. Technical decisions about deploying/developing their spyware will be informed primarily by their desire to make it more effective as such.