It is a good feature to be able to customize the Edge browser by downloading third-party themes, but because Microsoft previously did not allow third-party developers to publish themes on the store.
Microsoft is testing third-party themes in the Edge extension store to provide users with more ways to customize the browser. Currently, there are not many third-party themes you can download from the Edge extension store. Specifically, there are only two Edge themes you can view.
Before third-party themes come to the Edge extension store, you can also download every theme on the Chrome Web Store, but not many users are aware of this.
Therefore, by allowing third-party developers to publish their themes directly to the Edge extension store, the entire process of finding and downloading any third-party themes becomes easier for users.