I even just talked to an Adobe technical support guy about this. He told me that it's not possible to add multiple colors to a color theme. Which sounds absolutely bizarre, but, apparently true. What's the point of a "theme" if you can't add many colors to it. I don't get it. And, I don't understand why we can't add existing color swatches to a theme either. For years I've used a color swatch file, an .ase file, and that's worked fine.
When color themes were designed by Adobe, first for Adobe Kuler, they were defined as five swatches. And so they've stayed.
If you want to make a feature request for a change, you can address it here:
You can still exchange Color Groups in InDesign and Illustrator which will do what you want.