1) Pen width and basic pen style set independently
2) Raster operations (foreground mix mode, see GDI::SetROP2, mostly XOR)
At least raster operations are not the same as in X11...
However, you are not left in void. There are BeginGDI and EndGDI methods just for this - when you need something system specific and do not care about X11 in the moment.
You can quite easily start extending Draw by external functions as desired.
Meanwhile, I believe that places when you really need full ROPs and pen styles and others are in fact relatively local. I am all for host platform tweaks when needed...