Hi
@maik411, thanks for the question!
XFtoWP is a functionality plugin and doesn't change the design of either site. It's better to handle styles separately across XF and WP and write the matching CSS to go along with it.
For example, I am close to launching the redesign of our parent site
MarketersDelight.com and I'll be writing some custom XF styles to make the header match closely. It won't be perfect, but if you can aim to at least get the header and logo to be the same colors across sites (which is a setting in your XF admin settings), you are at a big advantage.