[kitsunesoba]

Because chances are that whatever custom UI/UX design you come up with isn't going to be better (or even as good as) OS UI toolkits that've been designed by experts, battle tested for decades, and used for every type of application known to man.

Applications with native UIs also tend to give a a better impression of responsiveness, and they reduce mental load for your users since they're don't have to relearn much (if anything). They can rest assured that every button and popup menu and text field (for example) functions identically to every other such control they've encountered on the system and in other native apps. This is worth way more than most people think.

One easy example of this is text fields in OS X. Native text fields there all have a form of emacs key bindings built into them to make powerful text navigation and manipulation a systemwide thing. Every application built with Cocoa gets this for free, but more often than not applications using non-native UIs don't implement this functionality at all. This is highly frustrating when you've worked said bindings into your workflow.

[vram22]

>Applications with native UIs also tend to give a better impression of responsiveness

Not just an impression. They often are actually more responsive. Except when they hang, which does happen sometimes, but then so do web apps.