If you're also referring to the Gmail interface, it's because all the desktop clients I tried suck - this year alone I tried Thunderbird, Apple Mail, Microsoft Exchange and Mailbox and I can't even remember the apps that I tried on my iPad or on my Android. They all suck compared to Gmail's web interface.
Out of curiosity, have you tried Airmail on the Mac? I tend to agree with your observations about the clients you mention, but Airmail really stands out as excellent to me (although I like version 1 better than the recent version 2).