If you try to change theme in one virtual desktop and then move to another one with Ctrl-Win Right Arrow and go back, your selection is lost.
Try doing this:
- Select your theme in the first virtual desktop.
- Open the Task Bar and click on the Task View.
- Switch to the second desktop.
- Open Personalize.
- The wrong theme is applied.
- Select another theme then do that again until the right one is applied.
- Open the Task View again and go back to the previous virtual desktop. Now your selection should stick.