Similarly to the Dialog a theme used on a given scope is not working for widgets depending from the body (e.g. generating dom notes at that level) such as the Selectmenu widget.
Selectmenu gui items are infact generated under the body which is often outside the "scope" choosen by the user.
By using a scope is usually like choosing a specific area or a single widget to use with a specific theme.
Unfortunately the actual behaviour is that we are constrained to use the body to provide the scope class.
Past releases such as the jquery ui 1.10.3 were working perfectly with two or more scope and different themes at the same time.
Differently from other similar bugs this is not related to the theme tool, but this is instead a design bug that builds (generates) guis under the body.
The fix should be to have widget initiated by generating their required GUIs under the scope div and not always in the body (which is outside any other user scope).
Hope this helps.