Hard disagree with your first paragraph. An application can have endless customization abilities, but still doesn't need to let the system choose a theme for it to support "full theming" as you put it.

There can also be legitimate reasons not to support it. On the top of my head, for example, the default theme being the most tested, etc., etc. In a perfect world, they'd all be tested and well integrated, but there's limited man power going around, and the world isn't perfect.

Though I otherwise agree.