I think Themes are considered an extension. I do not know of a way to approve just those types of extensions.
I know that there were several schools in my immediate area that had issues with themes on student devices. Some of them caused them to run slow, sluggish, and crash. They ended up no longer approving themes as it because hard to vet which themes worked or didn't.
YMMV but we do not allow themes for students and are considering the same for staff. Haven't made that leap as of yet.