You make a good point - the sandbox of the browser is a genuine improvement. It's crazy to think that on some desktop OS's if you download and run a weather app, it probably has access to all the files and peripherals you do (camera, microphone, etc...). Apple is doing good work on this front with macOS as are Linux devs with Flatpak. Mobile operating systems do a good job of isolating apps too.
Windows though... seems to be stuck in the 90's.
I read that on Apple if you download and install a weather app, every week it'll ask you if you're sure you want that app to know your location.
There's no happy middle ground. You'll always have to be careful what you install.
I just want to express some appreciation for your very reasonable reply. Most of the time, "native app" versus "web app" seems to be one of the perennial arguments; it's refreshing to see someone give serious consideration to their position on that point.