Despite the recent love-affair with web applications and all things Internet based, there are still many applications which benefit from being stand-alone applications, whether for performance or security reasons.
Java has a number of advantages:
Java is commonly thought to be slow and resource intensive - while this may have been true 10 years ago (when these complaints were initially voiced) a lot has changed since then. There has been considerable work done on improving performance, with hotspot compilers and other methods to improve the speed of Java applications.