On my Ubuntu 20.04 install, the theme I was using was working fine with my gtk2 application (which follows our docs) but then I switched to the Yaru theme and the gtk2 app has the old default styling. Wondering if this was local to my snap, I then tried gtk2-demo and found it was also affected by this issue. This is easily replicated with:
$ sudo snap install gtk2-demo
$ gtk2-demo
Change the ‘Applications’ theme via gnome-tweak to Adwaita or Ambiance (for example) and gtk2-demo (and my application) is correctly themed. Change it to Yaru and it is not.