Thank you for your post.
Sorry for the late reply, but since I never encountered this issue, I was hoping another customer who encountered this issue would post.
Besides what you described, did you notice anything out of the ordinary just prior to this? How long were you working with FileMaker Pro prior to the Theme changes weren't saved? Were any other applications open? Did the affected Theme only occur with this one file? Or, have you seen this happen with other files? Any other information may be helpful.
Until a cause can be found, continue to keep frequent backups.