The answer is that "many technologies are adopted for arbitrary historical or socio-political reasons rather than technical reasons." The best solution for a given problem does not always become the dominant technology. (In fact, it rarely does.)
In 2012, where HTTP servers are being used to create interactive applications on par with Desktop applications, the comparison between HTTP and X is interesting. In hindsight, X is probably a better technology to develop rich, interactive network-deployed applications. Interactive Desktop-like applications don't map well to a stateless, document-oriented technology like HTTP, and this mismatch has historically resulted in all sorts of work-arounds (hacks) to create state, like cookies, sessions, etc.
But the original purpose of HTTP wasn't to develop stateful Desktop-like apps. It was to retrieve documents and display information - information which could link to other documents that could also be instantly displayed. The idea of a linked collection of documents goes way back to the 1960s with Theodore Nelson's "Project Xanadu". The Web was supposed to be an implementation of Nelson's concept of hypertext, which was an attempt to computerize the printed page - like the encyclopedia or the newspaper - allowing the user to instantly "jump" from one article to another with a single click.
Many iterations of this idea have come and gone, such as Apple's Hypercard, which implemented the concept of hypertext/hyperlinks, but was never deployed over networks. The World Wide Web was CERN's network-based implementation of the concept of hypertext, and it likely took off because Tim Berners-Lee released his browser code library for free, allowing others to experiment with it. This eventually led to Marc Andreesen's Mosaic browser, the predecessor of Netscape. And the rest is history.
But... as with so many technologies, new possibilities began to emerge that the original designers of HTTP or hypertext didn't really think about too much. The web became commercialized and people started to develop websites that featured stateful interactivity, like shopping carts and logins. It became more and more apparent that the stateless and document-oriented nature of HTTP wasn't very well suited to Desktop-like applications. But at that point, it was just too late. Everyone was already using HTTP. So, here we are today, with various hacky AJAX applications trying their best to pretend they are Desktop apps.