The OCX is a isolated component, it can't access any form of the application that uses it.

VisualStyles is a Std-EXE process topic and has nothing todo with the OCX.
You can use the OCX in VBA with no theming at all.
Or use in Vb6 with no theming at all.

If you decide to theme your Vb6 exe you have to deal with issues like everybody else exe.

For example, you use a vb6 exe with theming manifest and only use vb6 native controls (No OCX) then you will notice that focus rects are not shown.
It's complete independent... i hope you got it now.