<progress> requires some vendor-specific prefixes last time I tried theming it using CSS (unless you're using "theme" to mean host system/window mananger/browser - wide theme). There is no common subset (that I am aware of) of CSS properties shared amongst browsers that can be leveraged to even decently change the <progress> element's appearance. So I'm not sure that it is the best example.
I agree that many of the list _are_ themable enough to warrant investing the effort to wrangle their particular interfaces over reinventing them entirely with <div>s.
