By "host integration" I'm referring to how WPF exists completely independently of whatever preexisting frameworks exist in the host OS: WPF makes no attempt to integrate or use them, instead it re-implements them itself, which gives us applications that "don't seem quite right" because users are given the WPF version of some system feature instead of the original, canonical OS feature or service. One example is the control library: WPF's common controls (textboxes, checkboxes, etc) are all 100% re-implemented (they don't even use the visual styles API so they don't look the same). Another is the file open/save dialogs, or type (text) rendering, or child-window management, this list goes on.
The "Initialization delays" I speak to refer to the loading times for both the CLR and the WPF components. No matter what I do I can't seem to get it below 3-5 seconds for a completely cold start, which is very jarring if it's for a simple application. Imagine if Notepad.exe had these same delays.