The checkbox you see in the data-policy consent form is the default checkbox generated by the browser. The coloured check you see later in the survey is a pseudo-element applied to labels in elements with the "checkbox-item" class.
To get this in the data-policy consent form, you will need to edit the privacy_text.twig file in your custom theme something like this where you can see that I have applied the "checkbox-item" class to the <div> element containing the checkbox and its label: