To explain what’s going on quickly. The snap execution environment doesn’t contain any of the themes you may have on your system (stock themes or any locally installed themes). Some snapcraft parts slightly work around that by bundling the same theme many people use on Ubuntu into the snap itself.
Sharing themes from the host into the snap is complex as there are API/ABI issues due to the way themes are made. I’m sure we could try sharing something as an experiment but it’s not guaranteed to work.