Yes, you probably based your theme on the Default Theme, which doesn’t allow Theme-based changes to be saved.
If this is the case, your best bet is to start with the White Theme, and import your prefs file into that.
You’ll have to recreate parts of your Theme before saving that as a personal Theme.
If you want to know how deep the Themes rabbit hole goes, I can help you with that. Essentially a scrtheme-file is a zip-file with a palette, preferences, stylesheet and a small xml manifest. Changing the QSS-Stylesheet will give you a plethora of styling options…