I have 4 email addresses in regular use (excluding my work one, which is deliberately kept entirely off my personal devices). They are from several different providers. Checking 4 different inboxes in 4 different browser windows is an awful lot less convenient than having them all in one application. Thunderbird also lets these inboxes throw system notifications when the application is running in the background, which wouldn't happen if I'm just relying on the webmail interfaces.

Thunderbird also gives me an offline local backup of my emails, which is useful if I find myself in a connection blackspot and in desperate need to find an email. As my main personal laptop also regularly backs up data to an external storage device, it also means these local mail copies are backed up too; not sure when that's ever going to be vitally useful, but it's an nice thing all the same.

Ultimately, why not? I find the Thunderbird interface easy to use (not least because I've been using it forever), and the webmail interfaces are simple and intuitive too, so it's not like there's any intellectual strain on using multiple clients.