If you want to have the up to date list of themes available for EmulationStation Build, you need to update your RetroPie script.
Yes you need to be connected to the internet.
Yes it is really fast to do.
No it will not break anything.
After you do this your ES Themes in the Retropie menu will me the most up to date recent list. If you have not done this in a while it might me a good idea to do it and see what is available to you.