Win32 ones don't only new WinUI ones do (similar to GTK2 vs GTK3+). You need to add that coloring manually. You can query the dark mode with Win32-only API[1] but you need to make your own styles or you can use undocumented APIs (that can break anytime) that Microsoft uses internally for the applications shipped with Windows[2]
(GTK 2 does support dark themes, of course, it just doesn’t have a concept of “light/dark theme variants” natively. And come to think of it, it’s the same in Win32: see e.g. the Zune theme for Windows XP.)