why this error?

[bitnote]

Why do I get this error when I try to change the forum theme?

[TryNinja]

The forum is now on a new server inside of a virtual machine with many extra security precautions which will hopefully provide some security in depth in case there are more exploits or backdoors. Also, I have disabled much SMF functionality to provide less attack surface. In particular, non-default themes are disabled for now.

[Hatchy]

You may want to try running this browser extension if you really desire to change your current theme
Bitcointalk Dark Theme
There are also lots of amazing bots, add-ons and scripts you may also love to check out, you can install them on a desktop browser or on  Android mobile using wiki browser or Firefox here's a link
List of Bitcointalk.org Userscripts/ Add-ons / SMF patches

[PX-Z]

Why do I get this error when I try to change the forum theme?

Simply because it was disabled? I guess there's no explanation needed for that, especially this is now a custom-made forum software.

[DdmrDdmr]

<...>

Themes were around back as early as 2011, though in 2014 themes other than the default one were already disabled. It seems that the code was difficult to maintain as depicted here, although there are quite a bunch of post before then that verse on custom themes.

I figure themes had many more implications than we can see on the surface, and are not limited to just visual makeup. For example, the extinct ads on the forum all stated that:

<…> Ads appear only on topic pages with more than one post, and only for people using the default theme. <…>

See this post as a sample. This other post from 2011 already pointed to this fact.

Anecdote: Even Satoshi left the default SMF theme for the Admin account in 2009 in case something went wrong modifying custom themes, which gives us an idea that they are non-trivial to manage, with broader implications than (could) meet the eye.