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I cloned your form and also am unable to apply a theme to it. It looks great in the form designer, but when previewed it displays other things. Likely there's some extra CSS that needs to be removed.
I'll escalate this and have someone take a look. We apologize for the inconvenience.
There have been implemented some fixes today. I created PDF version of your form and it seems fine now. Thanks for your feedback and your patience.