Yea it looks different than what you can get from CreateWindowEx with the various control styles, but those also look different than MFC, Windows Forms, etc.
I think a real native solution would be shipped with the system, and get an updated theme and feel with an OS update. But the last version that did this was Win32/Uxtheme and to some extent WPF. Metro/UWP formally did this, but it encourages you to hardcode a lot of styles, so you have to update your app when a new Windows version comes out. But I think MS has moved away from shipping the UI library with the system.
The real native UI is what MS uses internally, and for a lot of products that is DirectUI. It is used in Explorer, the start menu used it for some time in Win10, I think the control center also used it. But also MSN messenger used it, and Office, too. Spiritually it is similar to WinUI 3 I think: implemented in native code, drawing "windowless", and using some kind of XAML.
WinUI 3 intentionally decoupled from the OS so app developers can support several versions of Windows while still using the latest GUI stuff, in the spirit of web apps.
So in technical sense, WinUI is as native as Qt/wxWidgets.
Just my preference on terminology, rather than anything against WinUI (I've been developing a WinUI app).
On Windows, the current "native" UI toolkit is WinUI.
I quoted "native", because it's not really native. It's just what's in active development by Microsoft at this point in time.
Creating a desktop-web-app is just more convenient, because of skill re-use and you know it will continue to work, not only on Windows but Linux and OSX. Web is more mature and will continue to evolve.
On Windows, no one cares anymore if your app has a "native" UI - the OS itself has conflicting UI styles, and most main-stream apps are different.
Not the way I like things, but it's the way things are.