Some tracking will always be possible regardless of the platform but compared to native app the comparison is clearly in favor of web apps. Web apps make cross website tracking very difficult, web apps don't have private apis, web apps can be easily investigated to see what they do and even edited on the fly by the user if needed (adblocking), the sandboxing of web apps is very strong and exploits are getting rarer and rarer.

There's a reason everybody asks you to download their native app, tracking is much easier there.

You can only see the UI of Web apps, and tracking is super easy with marketing engines.

No one asks you to download native apps for desktop platforms, unless it is some Electron garbage for whatever reason, usually for stuff that is available to PWAs anyway.

All ask for native apps on mobile, because development just sucks less.

Whatever, it is great that people believe Web apps are so safe with their data, more fun when creating analytics rules.