Fruityloops, now FL Studio, was written in Delphi and to my knowledge still is[1]. When ot launched there were no options but Win32 for Delphi.
That's just one example. Win32 makes it reasonably easy to skin things, and back in the 2000s a lit of programs did.
[1]: https://blogs.embarcadero.com/fl-studio-is-a-massively-popul...
Actually it doesn't. Win32 skinning is either making a control completely from scratch or hacking into undocumented aspects of the native controls - i.e. what WindowBlinds does. AFAIK modern Delphi has some component that basically follows the WindowBlinds approach.
In almost all cases you just need to handle the drawing yourself, and you get fairly broad access through the API to do so through the various non-client and client window messages.
Now, Windows has gained some newfangled components over the years with more or less integration, I'm thinking basic Win32 controls.