Suggestion:allow window manager to decorate the controls.

[Cafajeste]

Mockup:

[olivierfrdierick]

Desktop Integration

In this tab you adjust the appearance of applications (Theming) and change some default shell folders. You can, for example, make your Windows applications look more like your favorite KDE or Gnome desktop theme.

Control decoration is managed by Windows Themes on the Desktop Integration tab of winecfg.
I suppose this behaviour is intended as on Windows this is the way controls decoration works.

There are Windows tools to create Theme files that you can use to make your own Themes, or you can search the web for already made Linux/Mac themes lookalikes.

Source: winecfg - The Official Wine Wiki