According to the Windows Phone Blog, Microsoft is removing app functionality from Zune, opting instead to focus on the Web and the Phone. Don't worry, Zune HD owners, there are still apps for the ill-fated PMP!
I think most people used the Web Marketplace anyways, but seeing as the Zune software is set to be removed from Windows Phone syncing in the future, this is the beginning of the end. *sniff* Poor one out for your Zune homies!