When you create a pivot table you have the ability to choose custom cell colors via the "customize style" screen. If you customize these colors and then change the theme, the colors will reset to the theme default. It would be better if the custom colors would stay, or if the system would ask if I would like to keep my custom colors.
To make this an even better experience, ideally it would be great if we could specify a color palette/theme for our account to ensure that all reports, roadmaps, etc use only those specific colors.