Not against wx by any means, but I actually tried it recently on osx and it drew most controls manually on a canvas of its own. So "xplatform nativeness" is not a selling point for wx.
You've probably used wxUniversal. Try wxOSX/Cocoa, it wraps native controls such as NSButton. You can even get this object and use Cocoa API directly (inside appropriate #ifdef block obviously).
Against which toolkit did you compile? Carbon, Cocoa or X11?