All of my applications* on Linux have the same UI style. I can select from 100s of others, or even tweak them myself. All applications will respect my configuration.
On Windows, there's win10 desktop (sometimes you'll see win 95 style), UWP (Ugly Windows Phone), and then there's a multitude of applications all using their own different themes. It's a fucking mess!
*except, of course, Skype and VS Code, but they're not too far off.