I would agree that it seems obvious you have to click on the 'Save' button to apply changes you have made in the NavOptions pane. But I would not agree that it applies to the theme removal option.
When I remove a theme by clicking on the 'Trash' icon next to it I see (in real-time) that it is gone from the list of installed themes (it is not 'pending deletion' or something, it is just gone). Why would I click on the 'Save' button if the item (the theme in the list) is not showing up already? How could I know it is working just like other options with radio buttons to control?
I believe there should be at least some sort of visual or text indication for the users to click on the 'Save' button on theme removal.
Still, I feel like bringing this up again since it has never been resolved for real.
Let's take it from the UX (User eXperience) perspective: I am not told to save the options when I remove a theme so why would I do it?