Hello Stephanie,
Welcome to Microsoft Community. I will certainly help you with the issue that you are facing.
You may refer to the following Microsoft Help article.
Get started with themes
http://windows.microsoft.com/en-IN/windows-8/get-started-with-themes
Themes to be synced should have the extension type as .themepack. Not all the themes are compatible with Windows 8.1 and Windows 8.1 Pro.
The Personalization CPL module allows interaction and changes to a Windows Theme programmatically. A theme is a combination of desktop background pictures, window colors, and sounds.
What we need to do is change the file format to open such themes using this module and see if it resolves the issue.
Follow the steps:
a) Right Click on the downloaded themes file which you have saved on the computer.
b) Select Open With option and then click on Choose Default program. Check the box which says "Use this app for all .themespackfiles".
c) Click on Personalization CPL.
d) Double Click on the file and you would find the theme already applied and then the personalization window opening up on the desktop screen.
Hope this information is helpful. Please do let us know the result, we’ll be glad to assist you.
Thank you.