From what I've heard, a lot of them really are websites, as all they do is wrap the OS's browser control and open it to the specified website. In other words, they're nothing more than enormously bloated browser bookmarks. That is a problem, but I think it's more attributable to the lack of support for adding browser bookmarks to the home screen than anything else since the only reason they exist is so people can go to some company's website more easily.
That said, a sandboxing feature for the apps you don't necessarily trust is certainly a good idea; nevertheless, I personally don't see much value in keeping around those which I only somewhat trust, but don't trust with full access. It's either apps I trust completely, or ones I find alternatives to which I can.
You shouldn't download and run random executables on your Desktop OS though. Ideally, you only install open-source software, from a fairly secure repository, using a package manager which knows exactly which package is responsible for each and every file outside your home dir ... That's a not-quite-attainable ideal, but some people get quite close to it.