That sounds like you are using a GTK theme that is installed for your user only, not system-wide. Since the apps running as root are, well, running as a different user, they don't have those themes available.
There's two possible solutions:
First one is to install all your themes in /usr/share/themes, and icons in /usr/share/icons.
And the second one, which I actually prefer if I don't need the themes to be available for every user, just for my own and root. You can just link your user's theme directories into root's theme directories:
sudo ln -s ~/.themes /root/.themes
sudo ln -s ~/.icons /root/.icons