¿Qué deberían hacer _realmente_ los Temas?

I think it depends on what you use themes for. Themes like the amber one are the same as the default theme when the user selects a color palette. So when you use themes to offer different colors, it makes sense to force the users to use the default palette by not allowing them to choose color palettes because switching those can be confusing.
But when you offer different functionality, like horizon or redditish, which show the first part of the post on topic lists, while default does not, it can make sense to allow the user to select both, the features and the color.

There is also a color selector theme component Sidebar Color Palette Toggle

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