I don't have a solution but I think I know what is going on now with this. I created what I've been calling the 'theme' myself in an earlier version of LibreOffice (I am now using 25.8.0.2). In earlier versions the means of a user creating their own User
Scheme was via (
menu) Options... > LibreOffice > Application Colours — as is shown in this screenshot from the manual for 24.8:

- LibreOffice 24.8 Application Colors.png (63.62 KiB) Viewed 8427 times
In, I think, LibreOffice 25.2 this all got changed and such user customisations were not to be considered as
Schemes and such customisations were switched to being considered as
Themes and the old way of doing things went kaput: though with previously created Schemes still showing in the (new) Themes drop-down menu. Now, it seems, there is no way to delete a 'Scheme' configuration from within the 'Themes' configurations — which is now at
(menu) Options... > LibreOffice > Appearance.
I reset my User Profile and with a Default Profile it seems that there are only two options for a user to set a (new) Theme (Appearance):
(1) Modify the 'Automatic' Theme. (Which I think was not possible in 25.2 but is possible in 25.8) Have now tested this and is possible to modify the 'Automatic' Theme in 25.8.
(2) Use one of the available Themes that are offered for download — such themes are installed as extensions and on a quick test it seems to be possible to modify such extensions in the Appearance settings.
So in all of this some loss of functionality with respect to the average user (like me) being able to create and name their own Themes. At least that is what I make of the situation so far.
If I've got this all wrong, comments are welcome.