Patrick,
On the example link that you have above, for me it does not work for any of the themes you mentioned below when I use the dropdown menu to change the theme.
Also, what may be useful is instead of allowing user to select a theme admin can set a specific theme while redirecting user (for example a site using the same database with different display options/theme or load it with another language, etc.,) so that way the sites loads a different theme automatically. Just an idea.