Clearly you haven't used something like HTMX. Do you understand what "returning HTML by the server" mean? You are basically sending back a view, like you would in any other framework actually. This would be the exact same pattern as displaying or dynamically adding a new component from either React or Vue. It doesn't create any styling issue at all, nor any unintended consequences.
I’ve used jquery which is very heavy into html fragments. It can get unwieldy compared to keeping all your rending logic in one place and applying data to it like in React. Other comments here validate the suspicion that HTMX can fall apart in large systems.
Unless you’re saying the components returned by HTMX are using the shadow dom for isolation, you can very easily run into styling problems by changing a style and not realizing some injected fragment of HTML somewhere relies on it being a certain way. I hope you’re using a monorepo because unlike typescript APIs, those HTML fragments and CSS styles are not type checked.