This all depends on the age and provenance of the documents. Many documents originally predate
Themes and so their styles will know nothing about Theme colors. In addition, your documents may well have applied non-Theme colors to your styles.
For those documents that are resistant to Theme application, you would need to modify the problem styles to apply theme colors. You may want to apply a
[Quick] Style Set to your problem documents. This would go a long way toward standardizing them and utilizing your Theme.
Here are two utilities that can help do this in batch format.
You would still need to look at each document because they may be using custom styles that are not in your Style Set. If there are a number like this that use the same custom styles you could add those styles using Theme colors to the [Quick] Style Set that you apply.