The docs are a bit misleading about the look-and-feel of the pickers because the appcompat lib implies that they will have the material treatment on all compatible platforms, but this is not the case.
This is what it looks like on API 15 using android.app.*:
| DatePickerDialog |
TimePickerDialog |
 |
 |
And this is how it should (this is the (8.0 - Oreo) framework (not the "opt") version backported to API 14+; I made it because I didn't like the old look and wanted to provide material on all compatible API levels):
| DatePickerDialog |
TimePickerDialog |
 |
 |
Maybe a little warning would be "nice", so people wouldn't expect them to have the material design on pre-L devices?