Hello,
This may happen if you didn't enable the
"Enhanced User Interface" feature. Please note that, excepting the Classic" theme, all our themes require the EUI feature to be enabled. Also, the built setup package type should be an EXE.
So, just go to "Builds" page -> "Configuration" tab and make sure an EXE package type is selected. Then, from "Themes" page -> "Settings" tab make sure the EUi feature is enabled on install or always.
Let us know if this helped.
All the best,
Daniel