A standard low tech web site is just a collection of interlinked static documents. Your visit, as a web browser, basically just involves a request of a single page and the content on it. This really is an isolated event - you can jump into the middle of the web site, view a page and leave. Or you can make another request. Each request is a separate, autonomous action with no dependencies or assumptions.
Computer software is a different ball game.
There is very specific initialization code that has to run to allocate memory, open data files, draw the user interface, and to prepare to interact with the user. You simply can not skip the initialization code and jump into the middle of the program like you can do in a web site. Software generally needs to understand what came before the current action and what will follow. Can't display a menu until the window is created. Can't print until a document is available, and can't exit with an unsaved document loaded, for example.