I agree this issue is really annoying. But I've noticed that if I run an application from xterm using "sudo application" command line, I get that unthemed gtk controls. So it's not a gksu problem. It's a common issue related to using user themes by gtk.
I think that gtk should take into consideration not only user id that it's running under, but also a common context like who really owns the session and his themes/paths to themes.
I agree this issue is really annoying. But I've noticed that if I run an application from xterm using "sudo application" command line, I get that unthemed gtk controls. So it's not a gksu problem. It's a common issue related to using user themes by gtk.
I think that gtk should take into consideration not only user id that it's running under, but also a common context like who really owns the session and his themes/paths to themes.