If you think desktop clients have more features than Gmail's web interface, you either haven't explored the features Gmail offers, or the set of features you care about is specialized.
That's a Universal Argument: if someone names a feature, you have two outs. Either Gmail has it, or it's "specialized".
Here's one feature my email client has: automatic spell-check, such that emails are disallowed from being sent if they have any spelling errors (with an override, of course). Gmail has a manual-trigger spell-check, while the browser has automatic spell-checking, but neither have a personal (jargon-customized) dictionary built up over decades nor an automatic modal dialog if the message to be sent has a mistake.
I guess automatic spellcheck override dialogs are specialized, eh?
I prefer Thunderbird's search to Gmail. I also have 4 email accounts I use and having them all in one client (and being able to move mail between them) isn't something I would be willing to give up.