Thanks for the suggestion. I'll pass it along.
Would love to see the Theme Picker integrated into the products themselves!
There's an official Photoshop extension with full feature support https://creative.adobe.com/addons/products/2507. The same functionality is built into InDesign under "Window". There's a Color themes window with limited functionality for Illustrator under "Window". Although I haven't tried the latest versions of the other Adobe apps, I believe many have similar functionality built in too.