I know I’m a little late but I was messing with my tv today and decided I wanted to add themes outside of the pre-installed ones and ran into this same issue. I wish there was a way you can do it from the “Settings>Theme” menu as that would make the most sense (imo) but I guess that’s not how it works. For whatever reason, you have to retrieve new themes from the “streaming channels” menu. First, I found a theme I liked on the Roku website, then searched the title of that theme/wallpaper under “search channels”, found the correct search, clicked on it then clicked on “Get Wallpaper”. Hope this helped.
