Well, yes...you have to have at least one theme set as your default, and it will be set to those who have access to it via the "Available for" field below it.
If someone doesn't have access to that theme, but instead has access to another theme (and that is the only theme they have access to) then they should get that theme.
And then, if you want to force a theme to a group right away, overriding what they have chosen...use the option to do so: