I think you should try a plain win32 program on a high dpi and just see for yourself.
Try a combo box on high dpi. The arrow button gets a lot thinner than on 96 dpi.
And I did just try what you said and the combo box fine to me: https://imgur.com/a/Mb83tPj
Win XP came out 22 years ago.
If I remember & get a chance later I can try to make a minimal example.
Edit: Based on this comment [1] I'm guessing you're on something like Windows 8.1 rather than a recent version of Windows 10 or later.
[1] https://www.reddit.com/r/programming/comments/d77mf7/comment...