FWIW, by creating your own images (through BlueBuild or tooling offered by uBlue) you could bake themes directly into those folders.
However, I totally understand why you'd not feel compelled to do as such π . Especially if your current distro/system works splendidly.
Sometimes, placing it to ~/.local/share/themes
works as well*.
Thanks for pointing that out!
Bazzite also includes an entry in their documentation in which they explain how theming on Bazzite works exactly.