I have a WPF application here with a lots of custom styles.
With Windows 7 or 8(.1) the applications looks very good. But if the application is started on Windows Serve
The server Operating System is developed with a objective of enhanced computation speed. When advanced themes such as Aero is installed into the system, the transparency and other features requires some amount of computation. In addition in stacked server environment most of the time the server is just called through remote desktop for some configuration modification or Log Viewing. Hence Microsoft doesn't install Desktop Experience feature by default. However if you wish to install you can install the Aero theme as the one in Windows 7.
However Windows Server 2008(R2) has been released before Windows 8, it doesn't have Windows 8 features by default. You can use some third party customization tools to make it look great :-)
Also see this link: http://social.technet.microsoft.com/Forums/windowsserver/en-US/7cce4d02-06cc-4dc0-96d6-fa63e0c9b368/configure-windows-server-2008-r2-to-get-win-7-experience?forum=windowsserver2008r2general
the reason why the style wasn't applied for windows server 2003/2008 or XP because Aero theme is not available on those operation systems. To enable Aero theme on windows server 2008 you can follow this guide