JQM comes with a single default theme. It's the one you see in the demo.
You can make it look more iPhone-like with a combination of providing your own theme plus CSS overrides. You will have to search for third-party solutions if you want something already packaged.
Report your findings back here! ;)
One thing I would caution against is using a customized jquery.mobile.css file. This is only going to cause you grief, and if you find a solution that uses this, run the other way. You will be tearing your hair out when a new version of JQM comes along and you want to upgrade. Make sure it works by applying overrides after loading the standard CSS. (Or theme + standard CSS.)
Apple does not require that the UI look like theirs. In fact, they seem to actually like unique UIs that look nothing like the standard look, as long as it is appropriate for the app.
I think you'd most likely run into trouble if you do try to mimic the standard look, and then there is something "off" or confusing. For example, pointing the arrow on the back button the wrong way. Leaving the pointed arrow off is unlikely to be objected-to.
