Built-in Windows controls, like buttons, scroll bars, etc. are updated with each system release. However, they are relatively inflexible, and no one uses WinApi anyway, so most frameworks and apps build their own components, with varying dedication to emulating the "native" style. Built-in controls also don't perform much in the way of layout (I believe the only way to position child HWNDs remains manual absolute positions?) so while your button might look native, your collection of two buttons won't.
My guess is MacOS's consistency comes from some combination of developer incentives, and UI toolkit design.