If you override the default target colours (I liked the old defaults of red yellow green) and then change the theme, the colours change back to the defaults. It seems weird that if this is going to happen that all of the themes have the same defaults.
Changing the theme would have to override most customisation options. I guess the colours worked well enough in all the themes that they didn’t need changing. You can always change the theme, then edit the colours, and the save your own theme.