Construct is designed to run in web browsers as well as in apps. In web browsers, local resources must be loaded with a network fetch (via AJAX). In apps, the game runs in a browser engine, and local resources are still loaded the same way so everything works consistently across platforms. But in an app it will load a local file instead of using the network. In short it's for compatibility: you don't have to do anything different whether your game runs in a web browser or app.
This is good in some aspects because an app or game made with construct3 can run on any device which supports a web browser/javascript, however, the performance is not great as native export.
Try running some benchmarks and you may be surprised - JavaScript can be much faster than some other native technologies. For example JavaScript is much faster than GML, even though GML is compiled to C++.