The Podcasts and TV apps are native Catalyst (iPad apps on macOS) apps.

The Music app is still some sort of Frankenstein iTunes thing. The Library section views are native. The Apple Music section is still web. It is still slow compared to Spotify but much better compared to how it is in iTunes.

I haven't tried Catalina yet. I really hope it isn't a web view. That would really defeat what I hoped they where doing by splitting iTunes up.