There won't be a difference in the answer whatever platform is involved.
If you are using web stuff you have a very different programming model. As you know HTTP is stateless and can just be tricked into keeping state. I guess there must be a reason for the AJAX hype....
It should be clear that the Platform based solution, can use the resources of the system much better. You do not need x different packages installed to run an executable.
The whole UI stuff is much better supported in the SDK based solutions, and it will be faster and fit better the UI expectations on has on a certain platform.
So in short Web works more platform independent you "just" need a decent browser, the SDK solutions fits the expectations much more. I would expect also that the native stuff will run much smooter and much more efficient.
Regards
Friedrich