There's no native app, even on desktops. There are a bazillion of different UI frameworks with different look & feel on Windows alone, even within Microsoft products. On Linux or macOS, the situation is no better.
Native is what doesn't run in an emulator, in this case everything non-Electron fits the definition.
There are native apps, but appa are native to a desktop environment rather than to an operating system.
Unfortunately desktop environments on some proprietary operating systems are themselves comprised of apps written with different toolkits and bearing different looks and feels. But that's just a problem specific to them. KDE apps are all maybe to Plasma, GNOME apps are all native to GNOME.
WinUI 3 aims to be native, but of course Windows is a tapestry of many eras of Microsoft UI styles. If Microsoft doesn't again change their mind on how Windows should look, then WinUI 3 is indeed the look and behaviour that people will be expecting on a Windows machine.
Native is what doesn't run in an emulator, in this case everything non-Electron fits the definition.