You're right, it doesn't. Strange, it should override the theme. OK, how about using a stylesheet theme instead. So use:
<pages styleSheetTheme="foo" />
instead of
<pages theme="foo" />
There's a subtle difference between the two. With 'theme' the theme properties will always override the properties on the control itself (ie the properties for the control are applied, then the properties for the theme), while 'styleSheetTheme' won't override them (ie the properties of the theme are applied, then the properties of the control). This probably won't make any difference to your usage of themes, but does mean that the styles that are inline on the web service test page don't get overridden by the thteme stylesheet. You don't need a separate folder for this either.