There is only one place to set theme options. There you can set them for the gallery or any album which has a theme attached. There is a difference between gallery options and options for the theme that the gallery is set to. This has always been the case. All that is new is that there can be more than one theme in use since themes can be attachted to albums as well as to the gallery.
I suppose that the Gallery theme could be chosen on the Gallery configuration tab. But there really is limited realestate there so the full display of the theme info would not be practical.
Conversly one could do the album theme selection on the Theme tab. But that would cause difficulties in assigning the administration rights to that tab.
So, I think we will leave it the way it is for now.