Can you explain the recommended distinctions between backlog and theme?

I'm a little confused by themes since I love the idea of "one backlog to rule them all".  So in that sense, I would be inclined to separate my "projects" into "themes", but it looks like then they should be prioritize by theme rather than story.  However, it is not at all unusual for my top 2-3 stories to have completely different themes, which leaves me unsure how the tool is recommended to be used -- surely I'm not alone.

Thanks!