Many MS apps are Windows first (and sometimes) only. Many companies are moving away from platform-based apps and to web apps. This has literally been going on for decades and isn't new. Why build an app for a specific platform (Windows, Mac, Android, etc) when I can build a single web app that runs on all of them. Furthermore since it is a web app I can make updates to the app and I don't have to worry about customers needing to upgrade. Web apps are easier to build and maintain compared to the equivalent amount of effort needed to support multiple platforms.
The only time a web app doesn't make sense is when you need either platform-specific functionality or when the web simply cannot handle the requirements (which is becoming less and less of an issue). For example a program that is graphics card intensive wouldn't be doable in the web.
In some cases a platform-specific version may be provided as well if there are things an app can do to make it easier to use on the platform. For example MS Teams is a web app but also has platform-specific versions that allow better integration with the platform for those who want that. But each platform that is added increases costs and maintenance requirements so there really needs to be business justification for doing it.
As for the apps you mentioned.
Microsoft Authenticator is for authenticating when you're not on Windows (which you'd already have credentials for). Therefore a "Windows" version would be redundant in my opinion.
All the Azure tools are web-based because Azure itself is a cloud service. There are Windows app that expose a subset of the Azure infrastructure in a Windows desktop version. OneDrive, Power BI, Outlook all come to mind here.
Never used MS Stream before but it is clearly a collaboration tool designed for SharePoint (which is a web app), Teams (which has both platform-specific and web apps) and Yammer (which is also web based). If you need to support web and Windows in your app then just building a web app makes the most sense and then integrating into apps as needed.