Usually if you are tempted to go without a theme, it's because the existing themes to use your models aren't any good: see Legion.
But then you also need to factor in the competitive edge you lose by not getting free points when you play against well-tuned themes, like Black Industries or Exemplar Interdiction, who don't sufferb much at all for the models they lose access to when playing with a theme. In the end, you will always end up fighting an uphill battle. So really you just shouldn't be playing the combination of models that requires going theme-less if you want to be playing on the same competitive level as a themed list.
In other words, play only well-tuned themes unless you don't care about playing with a large competitive handicap.
I'm not sure guys... Primal Terrors seems to be hot right now. My issue is investing in the models to make it work (a box of chosen) much less optimal (2 boxes). If my meta was active, I would have already purchased at least one box (I love the looks and rules of them).
But the rest of the Legion themes... I'm not ecstatic about (okay, I really dislike them... very much so). I do not have any knowledge of other faction's themes and how they are constructed but I know there are a few stinkers from forum chatter.
I know PT is one theme out of 4 but it is something. But to the OP, I don't know if you have the models/cash to drop into that. I don't know if you get much running the other themes versus out of theme.
The power of the Ogrun can't be denied. Dash and Occultation solve some of their problems. Warmongers under Rhyas' feat is terrifying. But, I find the need for jamming/harassment, and the Scouts work great for that at very low cost. But what I really can't do without is the accuracy and damage fixing of the Blackfrost Shard. There is a world of difference between P+S 16/17 warmongers/warspears and P+S 18/19. Also, it allows Rhyas get up to P+S 17 weaponmaster with Wraithbane, and with Sprint that allows her to fearlessly erase a heavy in range every turn.
And this comes up every time I post it: I never try to trigger Critical Decapitation. I'm happy when it happens, but I never count on critical effects.
Edit: This was originally a list I ran before the Ogrun CID and it did well then. It got more points and better after the CID.
While I havent played then enough to put together any specific lists, I have a feeling that Retribution might be able to do some interesting out of theme lists.
Harpies, Banshees and Imperatus might be worth breaking theme for, as might Ossyan with a jack list, although the latter might be doable in LoD or DoI, to get a +1 starting roll or reposition 3 for solos.