Nah, the Windows ecosystem never even got close to being consistent.
MS Office had its own UI toolkit and routinely invented new UI paradigms that weren't exposed in any Windows API, leaving people who wanted to look native scrambling to reimplement. This was particularly the case for toolbars. MS Office first invented the so-called "coolbar" and then the ribbon. Internet Explorer also rolled its own toolbar styles in ways not supported in the base Windows API e.g. toolbars with large icons and sliding sub-sections. Inventing custom toolbars was practically a sport on Windows; Netscape also did it.
At the time the most popular media players were WinAmp (totally custom and themeable to boot), RealPlayer (custom UI https://andrewnile.co.uk/blog/remembering-realplayer/), Quicktime (custom UI) and Windows Media Player (mostly but not entirely native).
Even the base utilities that came with Windows weren't consistent with each other. It wasn't uncommon in the Win 9x era to find programs still using Win3.1 style file dialogs ... a few are still buried in Windows today!
The problem got worse when you examined the artwork. The stock icon library in Windows was anemic, so dev platforms frequently had to expand the core library with their own. Delphi apps could be easily identified by the distinctive icons in their buttons (https://zarko-gajic.iz.hr/wp/wp-content/uploads/2017/02/delp...).
Restyling window decorations was also very common. Microsoft themselves did it routinely, for example their flagship Encarta encyclopedia app had totally custom widgets and window styling: https://winworldpc.com/product/encarta/1999
Windows apps of this era were much like web apps are today: they shared some common code for things like rendering menus, buttons or widgets in their settings screens, but the main UI users interacted with were almost always custom widgets that were extremely varied between apps. Win32 was nearly impossible to style compared to HTML so this represented a large investment of developer time, but a custom branded UI was believed to be worth nearly any cost. This is something fundamental to how humans work and is pointless to fight, a lesson the web platform fully embraced giving it an advantage over other UI toolkits of the era.
It was still much more consistent than things are today, though.
With respect to toolbars / coolbars specifically, one thing to remember was that those weren't kept for Office/IE use only, but rather shipped as reusable components ("common controls" etc), and so other apps could and did pick them up. Indeed, well into late 00s, the common fashion for Windows apps was to try to look like the most recent version of Office wrt menus / toolbars.
Also, I do recall that those apps which tried to look flashy with fancy custom styles etc were often perceived as unprofessional, and quite a few people (myself included) deliberately avoided them where possible - and it wasn't difficult to do, with natively styled alternatives readily available. I distinctly recall my own late-90s Windows desktop, and it was very consistent.
IIRC most of these controls only shipped in comctl32 much later than they launched, and comctl32 came with the OS which had many-year upgrade cycles. So in practice everyone invented their own because they didn't want to wait.
I'm sure people who care could make a consistent desktop, but our memories differ on how popular that was. The theming craze was a 90s thing, so even when apps didn't roll their own brand like MS themselves did, apps often let you apply custom themes to change the look.
In theory it's easier than ever to do that. You could create a browser extension that used user stylesheets to restyle websites to have a consistent look and feel. People make that effort to build ad blockers but not to build consistent looks, so I guess there isn't that much demand.
MS Office had its own UI toolkit and routinely invented new UI paradigms that weren't exposed in any Windows API, leaving people who wanted to look native scrambling to reimplement. This was particularly the case for toolbars. MS Office first invented the so-called "coolbar" and then the ribbon. Internet Explorer also rolled its own toolbar styles in ways not supported in the base Windows API e.g. toolbars with large icons and sliding sub-sections. Inventing custom toolbars was practically a sport on Windows; Netscape also did it.
At the time the most popular media players were WinAmp (totally custom and themeable to boot), RealPlayer (custom UI https://andrewnile.co.uk/blog/remembering-realplayer/), Quicktime (custom UI) and Windows Media Player (mostly but not entirely native).
Even the base utilities that came with Windows weren't consistent with each other. It wasn't uncommon in the Win 9x era to find programs still using Win3.1 style file dialogs ... a few are still buried in Windows today!
The problem got worse when you examined the artwork. The stock icon library in Windows was anemic, so dev platforms frequently had to expand the core library with their own. Delphi apps could be easily identified by the distinctive icons in their buttons (https://zarko-gajic.iz.hr/wp/wp-content/uploads/2017/02/delp...).
Restyling window decorations was also very common. Microsoft themselves did it routinely, for example their flagship Encarta encyclopedia app had totally custom widgets and window styling: https://winworldpc.com/product/encarta/1999
To get online most users were running something like CompuServe (custom web-style main UI https://thedayintech.wordpress.com/wp-content/uploads/2013/0...), or AOL (custom UI https://www.reddit.com/r/nostalgia/comments/ehxb1g/the_aol_h...), or MSN (custom UI https://cdn.prod.website-files.com/6179a66d5f9cc70024c61878/...)
Windows apps of this era were much like web apps are today: they shared some common code for things like rendering menus, buttons or widgets in their settings screens, but the main UI users interacted with were almost always custom widgets that were extremely varied between apps. Win32 was nearly impossible to style compared to HTML so this represented a large investment of developer time, but a custom branded UI was believed to be worth nearly any cost. This is something fundamental to how humans work and is pointless to fight, a lesson the web platform fully embraced giving it an advantage over other UI toolkits of the era.