In one of my previous jobs I was responsible for helping to develop a native Windows client. At the same time, a web client was developed by another team. Although the native client had some advantages (it was much quicker and generally more reliable*), the web client was much more successful. I suspect this was mostly down to the deployment issues you have with a native Windows client. Even now in a world of ClickOnce deployment, web clients are still preferred by a lot of customers.
But one thing that has become apparent to me since doing more integration work is that web clients also have one other major advantage over native clients. Whether you intend to or not, when you develop a web client you get a plugin architecture for free. Doing the same thing in a native client takes a lot of thought and development time, but anybody can hack around with a web client to make it look like they want or do what they want, via CSS, Javascript or even server-side hacks with some systems. Yeh, these hacks may well break between releases, but it still makes web stuff very attractive to integrators. To do the same thing in a native client would likely involve going back to the vendor to ask for a change in functionality or an extensibility point where code can be plugged in, which might take months, rather than an afternoon of fiddling around. And that I reckon is the killer reason why the web has won.
* This was no reflection of the development team working on the web client. It's just that, all other things being equal, writing a native Windows client is much simpler than writing a web client.
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