A native app is one you download and execute on your computer. In reality it doesn't matter much what gui toolkit you write it in, there is nearly always going to be some xml and styling involved - GTK is native on Ubuntu (I hope you will grant me that), but programs written in it typically uses glade files to design the gui and load and bind event handlers at runtime. Glade is XML.

.net uses the native win32 gui toolkit - but you typically build it WPF, which is XML, styled with XML.

On mac? plists - which is you guess it XML (I have no idea what, if anything, you style a mac app with).

So basically the three biggest platforms use XML to bind their guis with - and there isn't much difference between XML and HTML. Granted when you design XML for guis it tends to be nicer than if you wrangle HTML into that role but this is a programmer, not a user, issue.