Comment 2 for bug 24280

This problem has something to do with the fact that root apps have no idea about
the path to your theme in $HOME/.themes Any theme not install under
/usr/share/themes gets defaulted to plain gtk. This bug can be worked around
temporarily by creating a symlink under /usr/share/themes/ to your newly
installed theme.
    sudo ln -s $HOME/.themes/mycooltheme /usr/share/themes/
Perhaps there is some theme path variable that gksudo can be made to pass onto
these apps. It may be upstream as this issue and the workaround have existed
AFAIK since Gnome 2.8 under Debian sid/unstable.