Yet when we use a web application we expect it to be obvious?
For several reasons, the most important of which probably being the simplicity of web based applications. The user is almost never confronted with two screens at the same time and usually only one thing happens at any given time. With normal GUI applications, often there are many small dialogs and complicated interactive database-driven forms. In the web based world, the user sees a page, does something and gets another page. And usually not more than that.
Another important factor is that in web based applications, it is more common to include user instructions on the form pages. In a GUI, form are usually a crammed together bunch of widgets with no multi line text help. External help doesn't work quite the same as during-the-process instructions. It is a manual and has to duplicate or describe the interface in order to explain.
Does your web application usually run maximized? Does your GUI application? (Not considering document based applications here, but those don't work well with browsers anyway)