I run Deluge in Windows, and I can not consider Qt native for this platform. That's why.
Something is alien somewhere, and as others noted, for Windows specifically I couldn't tell you what native is. On Linux there's just GTK and Qt, but the count is far higher on Windows these days. I have a Qt app that blends in imperceptibly well in my eyes, while some of MS own software stands out.
Point is: there is no such thing as native.
More important to me is accessibility. Does the toolkit integrate with the OS such that users can use their accessibility tools? I don't know about wx, but not all crossplatform toolkits do this consistently (or at all).