Office is native but has its own, unique look and feel that is different to other native tab interfaces built into Windows.
And don't get me started on context menus in Windows (ironic given this story). The design and items on a context menu is so inconsistent it drives me mad at times.
Consistency in Windows is a real pain point imho. I would love for Microsoft to just stop adding more crap to the shell like some weather or contacts fly-out and just spend a year getting everything consistent with a good, modern light and dark theme that works everywhere. I know it is easy for me to say that though.
But additionally adopting the design language of the system is another burden altogether. It potentially triples your design- and implementation time and adds a lot of complexity to your code. And if you're unlucky the next OS version requires you to change it all again.
Or the checkmark/cross ok/cancel buttons that were quite common (Borland?).
That "old" look and feel co-existing with "modern" flat/web designs just made the differences more noticeable, never mind the often associated differences in icon sizes and styles.
Not that other systems are better. Linux always had too many widget toolkits (and now those awful upside-down window-title-toolbars), and even Macs always had at least one weird option (e.g. brushed metal or too iOS-like thingamajigs).
Some things changed, like window chrome and the shell (taskbar, start menu). Ribbons came. But the core design language remained unchanged. Until Modern UI.
The Firefox context menu is of course not “native”. However, in Firefox 88, it has the look I would expect. The way it looks in basically all Win32 applications. In Firefox 89, context menus are inflated, comically large.
Just because Microsoft is butchering UI consistency doesn’t mean other software has to follow suit.