Depending on how your OS displays tabbed browser content it can be harder to access one tab/window of many in a single application than a single unique program. It also means that it has the same volume level as the rest of your browser using system volume (if anyone but me does..)

In general I'm a user who never downloads apps on my phone (unless there's something I find unsuited to my browser) - but for a music player I want it to be quickly isolated for skipping, pause, etc etc.