There _was_ an outlet for this during the era of Windows hegemony: the object and embed tags. You had your choice of ActiveX, Java, or Shockwave/Flash in the 90s to write applications that you could then embed in the web browser.

We stopped using these for a variety of reasons: they were difficult to make secure or cross-platform, GMail made building apps in JavaScript fashionable, and the iPhone (which explicitly would not support ActiveX/Java/Flash).