The only way is to change the Look and Feel, and unfortunately I think 'Nimbus' (which I show in one of the screenshots) is the most modern looking of the built-in Look and Feels. There may be some decent 3rd party options though... Like whatever IntelliJ is using.

You can get a bit closer to native feel with JavaFX. It's still not there but it at least the default Moderna theme doesn't rock the boat like Swing does.

Thankfully JavaFX is pretty easy to customise, it's roughly writing CSS, and there's a few high quality themes out there. Take a look at JFoeniX[0] for example for a material design inspired look.

[0]: https://github.com/jfoenixadmin/JFoenix

Yes, there are several ways to custom paint, hence why there were several companies selling components like JGoodies.

The problem is that most devs don't bother to read the Sun tutorials and respective UI/UX blogs on java.net, or books like "Filthy Rich Clients".