Windows XP styles should be enabled for mozillas modern theme like it is enabled in the classic theme.
I doubt that would be possible. The purpose of Classic is to emulate system behavior, but Modern isn't designed for that.
Classic is supposed to look like system apps. Modern is supposed to look like Modern.
Note that Lo-Fi is somewhat in-between; it uses system colours like Classic but has slightly less 4.x-esque toolbar icons (although they aren't exactly like the current Modern ones either). See also bug 109293 (although I _certainly_ didn't have WinXP in mind when I filed that).