When you build an application in AIR, there will usually be more demand on features than there would be for a Web application. Some of the reasons for this are simply based on perception about the difference in roles between desktop and Web applications, but others have sound technical justifications.
One reason for this increased demand is that desktop applications are designed for regular use. If you use an application every day, then you will expect it to work well with other software, either through clipboard communication or through alternate file-format interpretation. Also, you expect common shortcut keys to work, and other details such as paging or mouse wheel behavior to function.
Another reason that there is more demand on a desktop application is security. Because the user has to agree to trust the application's publisher, it is your responsibility to remove any potential risks that your application may pose.
One inescapable reason why there is demand for more application features is the method of delivery. A Web application can often be delivered in the browser with a single click. For an AIR application, you often have a Web page that explains and provides the installer file, and then the user has to go through the install process.
Of course, this process is more involved for a purpose, because the user should always be given the chance to accept and control the installation of software. Still, as a software distributor, ...