A family of Microsoft word processing software products for creating web, email, and print documents.
Not my strong suit :-) but as I understand it the Theme Fonts file is not included in the .thmx file itself. It's stored as a separate .xml file in the Theme Fonts folder & the .thmx contains only a reference to it. Have a look in ~:Applications:Microsoft Office 2011:Office:Media:Office Themes:Theme Fonts for examples.
IOW, I don't believe the .xml file is written into the .thmx -- an Office Theme doesn't dictate the fonts used, it merely designates the default fonts for that theme.
Custom Theme Fonts appear at the top of the Fonts list in the Themes group on the Layout tab of the ribbon. When you save an Office Theme the currently selected Theme Fonts file is specified in the custom .thmx created at that time.
I would also expect that in order for a Custom Theme to be fully functional on another system any Custom Theme Colors & Custom Theme Fonts files would also have to be present on that system in addition to the .thmx & the fonts, themselves.