For lightweight utilities, I think the user32 controls (HWND per control, drawn with GDI) are still a reasonable choice. That's the one GUI toolkit that's guaranteed to already be in the working set on all versions of Windows, thus minimizing the impact on startup time and memory footprint. Do those controls just look hideous to modern users? I obviously can't judge that for myself. Or is there a problem with the way they render text on high-DPI displays?
It used to be they didn't render high-dpi text correctly, but fixes went in for that. Even so, it's a hack and often not pixel perfect. If you're trying to do visually sophisticated things (soft shadows, fading animations), GDI+ is inadequate. So basically it looks antiquated. It might be fine for simple form-like programs.
My main point is that "native" covers a lot of ground, and "native legacy compatibility" and "native modern" are radically different technology stacks on Windows.
