Double-posting because...
This is something that actually irks me. Theme and setting are two different things.
I can have two Battlestar games. One is about the beginning of the war, the rise of the Cylons, and humanity's fumble. The other is about the end stages of the war when humanity has to find a place to rebuild. Both are BSG. But both have very different atmospheres (IC). One is about failure the other is about hope. One can become the other, yes, but the driving theme at the start is still different.
WoD and D&D - these are not settings. They are toolsets that dictate the rules of the world. So 'World of Darkness game set in modern day Brussels' has no theme. It has a setting and a guidebook.
'World of Darkness game set in Iraq during the start of the Gulf War' has a theme. A really weird theme, but a theme.
I honestly feel the fact that we let theme and setting be interchangeable words means a lot of people are missing out on the theme question when building their game.
I have a world I've been developing IRL. It's sci-fi, humanity spread around the galaxy, etc etc... but the theme is 'Fighting against an oppressive government' for my story in particular. I could pluck another one out of there and make it, say, 'Exploring new worlds' and it would wildly change the story being told.