I think you may have that backward: webmail is most definitely NOT more flexible than an email client. With an email client, you can choose to view messages in HTML or plaintext format, you can set up advanced signatures, you can filter spam and/or email according to complex rules, you can organize your messages in both folders on the server and on your Mac simultaneously, you can quickly auto-complete addresses from your prior recipients/Address book, blah blah blah... the list goes on and on.
With webmail, on the other hand, you are stuck with the features that they choose to give you online. You don't get advanced message sorting capabilities, nor can you easily move mail messages to your local drive. In addition, to use webmail, you're REQUIRED to have an internet connection -- with an email client program, you can read and reply to messages while you're offline, then send them when you do have an internet connection.
Mail client programs like Mail.app can do EVERYTHING that webmail can do, plus a whole lot more.
I think that's exactly why people choose email client programs (like Mail.app) over web-based email.