It's about where I like to type
For years, I'd tell you that typing in a native Mac app is by far the best way to write anything. That was when web apps were still pretty basic and terrible. Today, though, browsers are pretty good at, well, everything. I still mostly prefer native apps, but the gap has closed considerably.
It also depends on where the text is to end up. If it's for, say, a blog post, why not just write in a browser, since one could argue that for web publishing, editing in a browser is using a native app.