The size and location of buttons is off, the font rendering isn't as crisp, in some cases the buttons are swapped, developers tend to not follow the HIG and buttons are named differently from their OS X counter parts. The toolbar will use icons that don't fit in with the rest of OS X. Closing the primary window will sometimes take the whole application down with it, rather than just closing that particular pane of glass, right clicking on the icon sometimes won't display the windows that are open, drag and drop doesn't seem to work as well onto certain fields. Text sometimes renders wrong, or buttons are not made auto scale-able so you have text hanging off the end. Keystrokes you expect to work in text fields don't, no dictionary or auto-correct (although that was about two years ago when I last built a Qt based application for Windows/OS X).

The list goes on. It's the same sort of list that can be made with Java based applications. CyberDuck was one of the few applications that surprised me when I first started using it with how well it fit into OS X and I didn't realise that it was a Java application underneath the hood.

Ultimately it comes down to the application "feeling" out of place simply because it is out of place and wasn't built or designed with OS X in mind.