It is entirely up to you.
Some casinos offer bonuses for downloading their native apps. Also, the games are said to run faster, and you do not need to enter your username, password and banking information ever time you want to play, not to mention the high degree of reliability apps offer. Also, if you enable notifications, you will be informed about new bonuses and recently added games.
On the downside, apps take up memory space and you have to install updates that maintain security and eliminate glitches.