Wx is native, but you really need to pay attention to what are the defaults on your platform. Wx either doesn't have those, or they don't align that well with other apps in the system, which is where the "off" feeling may come from. If you spend time designing it to look nice, it will look nice - but it doesn't exactly go out of its way to help you. Then ensure the same for each platform you target. (My experience, YMMV)

Yes, pretty much this. The last time I tried it, the platform had a dark theme style that wx tried to apply, but then ended up with light grey borders within the dark parts of the widgets and there really wasn't a simple solution - there was an unresolved bug ticket.