I changed my theme tonight from Tea House to the Classic look on my iGoogle page but it didn't change my theme for the rest of my tabs. Has this been the behavior all along? I could have sworn when I first changed to Tea House, that it changed the theme of all my tabs all at once. Any one else seeing this behavior?

Well, yes.
I've recently opened a new tab, and it had a different theme from all the other themes.

I guess that Google has changed the method of themes, for allowing people to have different themes in different tabs.