A single app showing retina-ready and not windows I noticed that in TortoiseHg ver. 4.4.2 some elements of the main window are "retina-ready" (revision list, changeset line) while some are not (diff and console). I wonder if there is some setting that would make all of them fine. I would also like to understand why this is happening.
The reason behind this is that TortoiseHg is not really written for macOS in the first place - it is really foremost a Windows application written using a cross-platform GUI toolkit called Qt.

When porting the program to macOS, the programmers behind TortoiseHg have not used native macOS APIs for implementing their user interface. Instead they have saved a lot of time reusing their existing code benefiting from the cross-platform features of Qt.

Unfortunately this also means that features like Retina do not freely right away. On Windows the support for Hi-DPI displays have just recently begun to improve, so the focus for Windows applications on supporting Hi-DPI displays (Retina) haven't really been there.

For some components used by the programmers the Retina-functionality came "for free" by the virtue of the Qt library using native macOS APIs for rendering. For other components, the pixels are drawn (rendered) by the Qt code itself, and thus without Retina-functionality from macOS.

Therefore you experience programs that exhibit odd behaviours where for example the text is crisp and "Retina", but the icons are out of proportions and "low-resolution".