So my understanding is that

• apps can let them collect a lot more data than the website version. Apps have access to a bunch of device APIs, they might be running all the time vs a website tab that you close afterwards, etc.
• you just open a link vs. logging in through the play store

On top of that if you want to lock down further, it's easier to use a privacy respecting browser than it is to sandbox the apps to. For the average person it's easier to go from using the app to opening the website in a browser, than it is to swap their OS to GrapheneOS and set up sandboxing

That's also why a lot of websites mess with the mobile site, they want you to use the app