I love it. The "themes" are your word for establishing cross-product leadership to coordinate across multiple intersecting value streams.
Value streams are a great paradigm, but they are only that. In the real world, value streams often intersect, and sometimes merge - because companies have internal products (core microservices are an example).
The best way to manage that is _NOT_ to create a big project plan. Those value intersections need _leadership_ to shepherd them and to coordinate. It needs to operate in an agile manner - not in a Theory X manner.