These also correspond to different UI frameworks. You can change between themed and unthemed Win32 apps (although doing so can break layout, since themed widgets may have different sizes). But you can't easily change from Win32 to "modern", which is where the main disconnect is.
(Device Manager is a themed Win32 app. I actually can't think of any piece of Win10+ that isn't themed.)
It hasn't been supported in a sense that there's no checkbox in OS settings to enable it for all apps. But any Win32 app that doesn't declare itself as compatible with theming (either via the manifest or via an API call) will still get the old slate grey 3D widgets, and even the old UI font.
(It has to work that way for backwards compatibility reasons, since some very old apps make assumptions about how exactly the widgets are rendered in their static UI layouts.)
Similar but not identical. The different Windows UI toolkits have slight nuances that are sometimes only noticeable if you’re looking but sometimes stand out.
(Device Manager is a themed Win32 app. I actually can't think of any piece of Win10+ that isn't themed.)