I’m afraid that sort of thing is down to you and your theme. Most themes have built-in styling for WordPress’s own Custom Menu widget, and there’s little difference except that I add a couple of extra classes (and you have the opportunity to add some of your own as well). I certainly don’t intend to supply or enforce any styling, and I think that providing the means to set style via the widget settings might be going a bit OTT for a simple sidebar widget? I could let you set your own style per element : but then that’s what stylesheets are for. I could just have a ‘Make it Bold’ checkbox and a colour picker : but then someone would want it italicised, and someone else would want it capitalised and underlined or boxed! There are just too many possibilities, so I’ve left it to the themes and whatever style changes anyone may wish to make for themselves. I’m sorry if that doesn’t suit.
One thing I will consider for the next release is adding some extra custom classes to reflect things like the filter settings (for a children-of filter), and possibly even those items that have been “Included” as part of the Output settings. That might help (if I can do it with consistency) … but I still won’t be styling them.
