When you have a lot of themes and a lot of theme components it can be hard to ensure that your components are turned on for all the themes you want them to be on for (and only those).
The idea of the Theme Component Matrix is that it would show you at a glance all of your themes and their components. In the mockup I made it just says Yes/No, but those would be links letting you instantly toggle the components.
If there are too many columns, maybe the component names could be rotated with CSS?