VLC isn’t a native Windows app, as it isn’t a native Linux app. Celluloid uses native styling on GNOME systems & is super easy to install with any package manager GUI that supports Flatpak. Installing apps on Linux is always easier by a long shot compared to Windows, especially with Flatpak.
I don’t know what is default on most distros, but it is so easy to change in this case that it is hard to even consider the default media player relevant compared to on Windows where there are fewer options for apps like VLC that actually give you a native experience