Hi Gairy,
Thanks for using UFW plugin.
Please note that the UFW plugin is unaware of the widget content and it does not alter design/content of the popup.
Looking at the issue, it seems the certain CSS styles or CSS file required to style the shortcode is not loaded on the homepage/whole website.
There could be various reasons for that. Some new plugin update/config change might have stopped that. It is better to check with the plugin/theme author and ask them why the form is not styled.
The same issue will happen even when you directly insert the shortcode on the page without UFW plugin.
Hope this helps.
Thanks,
Aakash