The Windows I remember was in some ways actually less consistent than what we have now. It was common for apps to be themeable, to use weirdly shaped windows, to have very different icon themes or button colors, etc. Every app developer wanted to have a strong brand, which meant not using the default UI choices. And Microsoft's UI guidelines weren't strong enough to generate consistency - even basic things like where the settings window could be found weren't consistent. Sometimes it was Edit > Preferences. Sometimes File > Settings. Sometimes zooming was under View, sometimes under Window.
The big problem with the web and the newer web-derived mobile paradigms is the conflation between theme and widget library, under the name "design system". The native desktop era was relatively good at keeping these concepts separated but the web isn't, the result is a morass of very low effort and crappy widgets that often fail at the subtle details MS/Apple got right. And browsers can't help because every other year designers decide that the basic behaviors of e.g. text fields needs to change in ways that wouldn't be supported by the browser's own widgets.