I would point out that Windows programs written for different versions of the OS will appear different when running on the same machine. For instance, in my Windows 7 VM, LibreOffice has a white X on a red button to close the window, while Word has a black X on a grey background.

Hm, I haven't seen different versions of the close glyph, but I believe it. There are about 10 variations on contextual menus depending on what you're right clicking. I don't love that about Windows either.

As far as the general look and feel though, it still manages to feel more consistent. There are enough conventions like "clickable things have a hover effect" and relatively consistent styling of UI icons (pre-10 anyway) for it to feel like it's all one system.

Well, I don't think that Microsoft Office and Microsoft Visual Studio are that similar. Both of them are using style different than the system default. Throw apps from other vendors into the mix, see Photoshop or Lightroom for example and it gets very difficult to argue, that the Windows desktop has unified style. Let's not go into the whole 'with WPF you can style your app any way you want' topic, because that's when the whole differentiation thing exploded.

Not that OSX is any better - Apple's own Pro apps always had different look that the rest of the system. iTunes was always experimenting with looking odd. Also, third party apps look different - Office, Adobe apps, etc.

So, it nothing wrong with Linux, all systems are like this.