app.rerun.io definitely looks a great deal better. Knowing that's possible is good motivation.
Making it easier to create styles is definitely a good idea, but I wonder if it wouldn't be enough for many people to have a library of styles they can choose from? In my own case, I think that would be plenty... honestly I just need the one. That one. ;-)
EDIT: I think this is the relevant code: https://github.com/rerun-io/rerun/blob/4636188996038f4be913f...
It is definitely fixable. Take a look at https://github.com/emilk/egui/issues/996 for some examples of how others have styled egui, or try out https://app.rerun.io/
Styling is done with `ctx.set_style`, but creating a nice style isn't very easy at the moment (basically you'll have to tweak constants in code, and then recompile). I'm working on making it easier as we speak though!