I don't know for sure, but you may be right.
I've created an ocx that creates a all-api registration window, using window class buttons, textboxes, etc, while host is in VB design time. When vb6.exe is themed, so are the buttons. When it isn't, the buttons are not.

If there was a way to theme on the fly, then all would be good -- is that doable? I don't know.