When is it right to use native menus for desktop apps?

I am building a video chat desktop app, and it has a window to emulate a custom menu. I have seen many desktop apps that use native menus, and it is pretty common. Other desktop apps use custom menus, for some things, for instance, Slack uses a custom one for its main menu. So, is there anything bad about custom menus or native ones? What are the tradeoffs?