I guess you are referring to the GTK/QT/... theme used? Most tiling WMs don't set one by default, but you can easily do so by using a custom .gtkrc-2.0 or so[1].
[1] see, for example, https://wiki.archlinux.org/index.php/GTK%2B#Themes
This is exactly right. GNOME, KDE and other out-of-the-box solutions make sure to set the GTK and Qt themes so that everything looks pretty. When you use a WM (window manager) rather than a DE (desktop environment), it is up to you to setup all the ancillary things such as themes and daemons. This is why .xprofile exists!
Also, I find lxappearance an easy and quick way to set GTK themes via GUI rather than having to edit the .gtkrc files for every option.
