Well, the quick reason is that the bulk of Classic Skins only affected the Main, Equalizer, and Playlist Windows with anything else defaulting to the standard classic skin look. Most of the ones I have behave this way.
One classic skin I have does seem to skin more of the windows like the Album Art and Media Library. It's called Nucleo_NLog_v102_.wsz which can be downloaded from the Winamp Skin Museum:
https://skins.webamp.org/skin/4fcfeabdf0fb65f1f999ce9d236c9723/Nucleo_NLog_v102_.wsz/ It's possible there are others.
How you modify a classic skin to also change the other windows, that I am not sure of. Perhaps someone else more versed in that might chime in.
