It's designed like this … and it's the desired way.
Else : why we use global theme system ?

Extend your theme for each survey you need.

This situation is even more complicated when the same theme is used by several people within an organization (as in my case). If I apply some modifications to the theme while other users have active surveys, and accidentally, I generate an error, other users' surveys will all be affected by the same error (without even knowing it). Once a survey is active, I do not see the advantages of applying some global modifications to the theme (this will result in differences between participants and might affect the validity of the results) rather than freezing the theme at the current status.
However, thank you for the prompt feedback.

Separate theme for each user.
You can allow (or not) theme for each user.