Override handler for views_ui_edit_display_form
function views_ui_edit_display_form_change_theme($form, &$form_state) {
// This is just a temporary variable.
$form_state['view']->theme = $form_state['values']['theme'];
views_ui_cache_set($form_state['view']);
$form_state['rerender'] = TRUE;
$form_state['rebuild'] = TRUE;
}