Texmaker (Qt4) or QtCreator (Qt5) ignore the theme like GreyBird after being started. So the fonts of the menu are bold for example. First when you change the surface theme while the application is running the theme will be applied.
You have to report this bug against your distribution. They need to include certain qt settings/configs or even libraries so that the Gtk+ style is applied to Qt apps. Nothing Xfce can do about it.