First of all, the OS does not style widgets, the browser does. And scrollbars are completely different in different browsers - they have different sizes, different behavior, different look-and-feels. So either you create versions of your app which match each browser individually, or you re-style the scrollbars to look the same as the rest of the app.

Thirdly, there is an obvious counter to your arguments that shows that one-size-fits-all design is not actually what users always want: games. You wouldn't expect a game to use the system look-and-feel, it rightfully uses a look-and-feel that matches the game itself.

And we can extend this observation further out: if your app is self-contained enough, and you have a distinctive enough style that your users like, then you should re-style everything away from the OS style to your specific unique look.

Should every app do this? Absolutely not. But is there no case outside gaming where an app should? Of course not.