The presenter is in the host operating system (Mac OSX) until the Pharo image is "up and running" at the 0:40 mark. Everything until the presenter opens up debian at 5:00 is custom Pharo based desktop / window management / even the mouse cursor if you look closely.
Then this just means that Pharo is one of the Smalltalks that does its own window management. I think Squeak might be the same. It is not a general characteristic of Smalltalks though, and certainly is not part of their essential nature. As I said, IBM Smalltalk used native widgets and windows, and had good interaction with the rest of the operating system.
I don't think you can draw a general conclusion about Smalltalk from a specific example, especially like this one.