The "problem" with native controls is that they might visually clash with the design of your website. That's why everybody implements their own controls or uses libraries like jQuery. And sadly, that's probably why we don't have good default controls.
That requires the ability to style things like the dropdown of the combobox (e.g. to add rounded corners, change the background/border colour), and the rows for each items (e.g. adding padding, and divider border styling). At the moment, that is difficult because they are not part of the HTML box model. And what about styling controls like date input or colour pickers?
Another issue is styling checkboxes to use custom images for the different states (including hover and pressed styling).