Math is a
static
class so that you don't need an instance of it in order to use the methods:
int max = Math.Max(12, 14);
If it wasn't
static
then you would have to create an instance in order do anything:
Math math = new Math();
int max = math.Max(12, 14);
Application is different: it is declared as
sealed
so that you can't inherit from it, but it isn't
static
because you do want to be able to get an instance - the current application that is executing for example!