Yeah I agree with you. This is very true in the Windows world, if an app uses entirely native widgets it looks very meh.
However, on Linux and Mac it's a little different. On Mac you'll see many apps compromise their branded style to look more Mac-like in style. Meanwhile on Linux most people use apps entirely fitted for their desktop environment, and then it's branded apps that look out of place. Windows attempted to make it's desktop more this way and failed with Windows 8.