There were sophisticated third-party applications for Windows Mobile 6:
- Python interpreter,
- XnView image viewer,
- SoftMaker Office, an office suite,
- SpaceTime, a mathematics software.
Why there are no such things for Windows Phone 7? Because Microsoft disallows native-code applications on this platform. Everything should be written in C# (or VB .NET).
Note that all applications listed above were ported from desktop Windows to WM 6. Most of them were written in C/C++ and implemented complex functionality (reading different image formats, interpreting Python, solving equations, etc.)
Microsoft talks about porting your applications to C#, while it's really not porting, but rewriting. You cannot easily “port” thousands lines of code from C/C++ to C#.
That's why there is no Skype on Windows Phone 7. That's also why SoftMaker is developing a new version of their office suite for Android, not for Windows Phone 7.
I first expressed these thoughts to a friend in June 2010. It was not evident then what will be the leading smartphone OS. Now Android is taking the market, and, IMHO, it's a good time to learn about writing apps for it.
Update June 2012: it was announced that Windows Phone 8 will support native code apps and will have the same kernel as the desktop Windows.