I think there are two issues here that are separate (but often overlapping).
One is a player who doesn't understand or agree with the theme as related by the staff. This is an OOC issue, and should be addressed OOC - first, through having a strong STATEMENT of theme. And no, "this is a Vampire game" isn't a strong statement of theme, especially if we're talking Chronicles of Darkness. The nWoD books, in general, are written broadly enough to support a wide variety of themes and settings for any particular game. For example, the first Vampire book I ever read was Smoke and Mirrors. The theme and setting described in that book is nothing like any sphere of Vamp I've ever seen on a MU*, even the ones ostensibly using Smoke and Mirrors. Nothing I read ruled it out, either, of course, but it was pretty clear if you wanted to play a bunch of vampires who said fuck covenants and Princes, didn't mind teaming up with the local Mages and even informed humans against a horrible extra-worldly threat, and were just trying to get through the century without being complete monsters, that was totally a game that was supported by what was written in the book. So - if you want people to play the game you want to run, make sure it's explicit what that IS. Second, if someone seems to be willfully ignoring that, talk with them OOC, make it clear that's not the game you're running, and if that doesn't suit them, they can find another game that will hopefully meet their needs better.
However, there's another problem that's brought into that, and that's - doing things IC which are not perfectly optimal for the IC environment. This may have absolutely nothing to do with the OOC understanding of theme - that guy who cannot have sex with someone without telling them his Super Sekret Supernatural Identity probably perfectly well understands that this is a dangerous and inadvisable IC action. /That's why it's fun./ Or meaningful for the character. "Here is information that could get me killed if it falls into the wrong hands. I will entrust it to you because that's how much I love you," is an /ancient/ trope of dramatic fiction. Likewise, "Person is entrusted with an important task/important information and fucks it up in a moment of weakness," and "character on the outside of his/her society is looked down upon and harassed until he or she proves their unique value and talents during a moment of crisis," and just about everything else.
One of the problems I tend to see isn't necessarily the 'theme-breakers', but that other players get so damned overwrought and histrionic about (what they perceive as) theme-breaking actions. Where 'theme-breaking' often is just as likely to mean 'is something I find annoying'. And I have sympathy with that, because oh god, do I find some common character concepts and actions to be really annoying. But having people OOCly treat the IC tenets of a group as Holy Writ that is always taken with utmost seriousness and punished extensively whenever they are broken is, to me, just as annoying. Especially in the WoD, where the inevitable march of hypocrisy and the slow death of ideals in favor of survival is, arguably, part of the central theme of the setting.
Not to mention the fact that the Chronicles of Darkness, at least, are pretty clear that the IC rules are MADE to be broken. They're designed so that there's lots of incentives to break them, and that Things Will Happen when they do. Because Things Happening is where the game happens.
Which isn't to say there isn't a line. There's always a line, and usually that line is the point at which other players are being intentionally or repeatedly antagonized by someone's rulebreaking IC AND their failure OOC to treat other players and other players' fun with respect. It's the line between the party rogue who is caught stealing from the PCs one time and this creates fun IC drama from which the rogue learns that his friends' patience extends only so far (or the rogue who is played by someone who has approached other players and together created an IC rivalry that expresses itself in petty thievery and bellowing revenge)...and the party rogue who pickpockets other PCs constantly and says, "I'm just playing my character!" whenever people OOC tell him to cut it out, it's not fun anymore. But that moves back towards an OOC problem that needs to be dealt with on an OOC level.