Maybe some of those variations are due to running the same Excel on different versions of Windows, and it conforming to what it thinks native looks like on each. It's hard to tell.
If I redo the experiment on my own Windows 10 machine, I see 7 different kinds of save-changes dialogs, from these 7 programs: VS 2013, Notepad++, Paint.NET, Photoshop CS6, TextPad, UltraEdit and WordPad.
Again, this isn't a perfect test because many of those programs are using non-native GUI frameworks. But my point is that as a Windows user, I can't tell what native is, because approximately every program looks different.