Actually, I have my doubts that someone who already has a working interface (http), would go out and create yet another interface for the sake of better access. My guess is that those downloadable applications and explorer shell extensions are http clients as well, although they might access special pages, not unlike the special pages here at Perlmonks for the Chatterbox clients. But I really doubt that it would be of any benefit to go away from the http protocol (OK, maybe to ftp), either speed/performance wise or development wise.

But even though you make derogatory remarks about Windows, you seem still to use it ("for the games" I hear them say), so you will have most likely ZoneGate installed, a firewall, that can also tell you quite a lot about incoming and outgoing TCP/IP connections. I suggest you take a short look with that one running and then maybe have a peek with a network sniffer - and be prepared to find http inside. :)