Every story has a theme, whether you want or not. Every good story uses its theme. I honestly don't think I can name a good story that doesn't utilize a theme. A theme is what ties a story together beyond the plot. It's what keeps your stories atoms together. It's even apparent in our favorite game series, Pokemon. The games with the best-regarded stories deal are very involved with their themes. Sun & Moon deal with family, and it even infuses the little side stories in that game. Black and White focus on truth versus ideals, and Team Plasma's and N's story is heavily based around that fact. The games that are less thematic also have worse stories, in my opinion. Ruby & Sapphire vaguely deals with the theme of environmentalism, but not really it's just a thin layer of theming over these evil teams' plans.
A theme is even a more basic writing concept than your plot or your characters to me, although it can be one of the things you find out only at the end of your work. It's the DNA of your story, while the plot is your skeleton.
I try to vary up the themes I write about a bit. My last two shorts focus on the themes of identity and company, which isn't stuff I've explored before. My novel manuscript that I'm working on focusses on death, brotherly love, mental illness, and personal morality. Now, that last thing has a lot more themes, but I feel like a longer work is permitted to explore more topics. It just shouldn't meander on too many of them.