Xenforo doesn't handle lots of themes unfortunately, it will clag up after about 8 or so, often the rebuild is not even possible after you install a theme once you hit a certain amount, especially if you are on a shared server which might be slow to begin with.
Multiple themes are very important to some communities - I know plenty that have 20 or more.
I am hoping that down the line the ability to have more than a handful of themes will be looked at, but I understand it can't be a huge priority right now