I agree with this, so based on the article I think that browsers should respect the Windows setting since it's an expression of the user's preferences. Other than that, I have a strong preference that webpages don't try to style the scrollbar (with exceptions when it really makes sense).
One site I've thought it made sense was in Discord, which acts as a properly themed web app and where the clash of certain native scrollbars would be jarring (eg: bright scrollbars on a dark theme). That said the scroll bar it uses for the user list is microscopic compared to the one used for the message log, which is a baffling decision.
For every other regular site, and even most web apps, I always prefer native, for Windows.
Well, no problem in making all those styling rules opt-in. When it really makes sense, you can choose to use the author's UI. Apply that for colors too.
Applications should respect the DE settings for UI. Browsers are the main culprits here, but only because CAD software isn't widely used. Oh, and there's MS Office, that will respect absolutely nothing. All of those are in the wrong. But everywhere the DE is powerless to enforce its style onto applications, so this is a much harder problem to fix;
Personally I think the main page's scrollbar should be handled by the OS. For any element inside the page, I think it's ok for the site to handle how the scroll works to make it consistent with the page's design.
