I'm a little confused. I think that you are asking why the font on buttons or other controls is plain, while the text in your windows is in bold face.
The text differs because dialog boxes and windows use different default fonts. If you do not change fonts used for display, then dialog boxes use 8-point MS Sans Serif plain font, and windows use (I think) 8-point System Bold font.
Of course, you can change dialog box fonts at design time, or create a better window display font using CreateFont() or CreatePointFont() when running.
Hope this helps...