Qt's native support on Windows is very very good these days, as apps like the Telegram desktop client show.
That said, Windows is bad at UX consistency. Native used to mean WinAPI with built-in window classes handling input, buttons, etc (and wrappers like MFC or Windows Forms). Then it was WPF with its own DirectX-based stack. Now it's UWP with even different code. I guess, Qt is not the worst solution. macOS is much more coherent ecosystem when it comes to native.
Then again if you try to run a gtk3 app like Fractal mentioned above on Mac OS, you will see that it looks exactly like a Gnome application.