It's native in that it doesn't start a whole web browser with hooks to native code, like most cross-platform applications. That saves a lot of RAM and storage (unless you're willing to subject yourself to testing with each platform's web view, which brings its own problems to the table for minimal benefit).

Based on the description, it looks like the author is using Linux. Native doesn't really exist there. There are a couple of flavours, but none of them are any more native than the other, and none of them are much more native than just rendering the UI yourself.

Modern Windows and Android development also often use the very same technique. Old Win32 (and I presume macOS, though the rise of iPad apps on macOS make me start to wonder) still offer some native-ish controls but they're not usable outside of their own platforms.

With egui you don't need to actually run a full copy of every version of Windows and macOS to see if the program runs. If it compiles, it'll work.