They just use the default markup. You only need to define your own walker class if you’re changing the markup from the default. Believe it or not, but it’s perfectly possible to create menus without Bootstrap!

The only exceptions to the default menu markup is that some of the default themes, like Twenty Nineteen, use the walker_nav_menu_start_el filter to add SVG social icons to its social links menu, and SVG icons for the dropdown indicators. But this does not involve a custom walker class.