One of my "culture shock" from game dev industry was the number of professional artists who paint with Clip Studio Paint but use .psd as exchangeable format[1].
[1]: Of course .psd isn't an exchangeable format. It's proprietary. But just like your friend's case, CSP can kinda read/write .psd, while Photoshop can't read .clip at all.
In regards of proprietary format, the prevalence of FBX is another one. Especially when there is an open format specifically designed for this purpose (glTF) by an important organization (Khronos).
Generally speaking I think game dev industry relies on closed-source stuff much more than web dev. It's not that surprising tho; after all the most targeted platforms (Windows, iOS, consoles), except Android, are all closed OS.
Another one is salary (again compared to web dev). But I heard web devs had a hard time lately too.
The salary issue (along with the working conditions) are because game dev is an "art" field which meant, like other creative jobs, companies can life in young, naive people and exploit their passion to get them to accept terrible conditions because "wow I get to make a game". I suspect this is why triple A games are so terrible nowadays, most of the talented people realised that corporate game devs suck and going indie is the best path. Web design is also creative obviously but mostly going to consist of making corporate pages, not something most people can be passionate about.
[1]: Of course .psd isn't an exchangeable format. It's proprietary. But just like your friend's case, CSP can kinda read/write .psd, while Photoshop can't read .clip at all.