ECMerge seems to use standard wxToolBar which is definitely a native control, so I don't know why it has the same background on all the screenshots. Perhaps they've explicitly changed it to make them more similar, I really can't say. But if you create a toolbar out of the box, it will look exactly the same as in any other native application. As for the icons, wx does provide a limited set of stock icons, but this will almost never be enough, so you need to either get high quality icons in the style of each platform you support, which is obviously difficult for an open source/free program, or use the same, typically Linux-style, icons everywhere just because this is what is there, for free.

The rest of the controls (ribbon, tabs) are indeed non-native and there are no native equivalents for them, so there is not much to say here.

Generally speaking, there shouldn't be any problem with the colours unless you change them explicitly, which is a bad idea for the native controls. Not sure what is wrong with the padding and borders.