You should only see the message when a theme is first installed on a save game.
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If you do not install some themes Theme, there will be no tags added to any relevant animations you have installed so they should not be picked by mods using the tagging system, So if you want to install an animation pack that has a mix of Posing and Other animations, you should only experience the Posing ones in your game unless you manually pick them in the AAF wizard. Themes allow customisation of AAF by tuning it to ignore some installed animations.