You can get a bit closer to native feel with JavaFX. It's still not there but it at least the default Moderna theme doesn't rock the boat like Swing does.
Thankfully JavaFX is pretty easy to customise, it's roughly writing CSS, and there's a few high quality themes out there. Take a look at JFoeniX[0] for example for a material design inspired look.
The only way is to change the Look and Feel, and unfortunately I think 'Nimbus' (which I show in one of the screenshots) is the most modern looking of the built-in Look and Feels. There may be some decent 3rd party options though... Like whatever IntelliJ is using.
I tried using the platform look and feel on macOS, but it gives a number of important elements tiny heights, including comments, making them unreadable. I'm sure there's a fix but I haven't looked into it.