Earlier quoted context omitted.
Because the desktop software is executed on my desktop - and since I'm the owner I'd like to have full control over what is happening on it instead of giving up that power for the benefit of a faceless entity and a foggy promise of "better user experience".
A lot of telemetry gathering done by websites is also executed on your desktop. I don't think it makes a different that it's written in JavaScript and not C++.
Of course it does make a difference - I can easily block the JS ones by installing NoScript.