There is no inbuilt support for this (yet) but it seems like a nice project for someone interested in developing the functionality.
Those *.tmTheme files are just XML files so you could use a the
xml module in python to parse the contents and assign
the usable ones to the custom colors in the preferences menu.
You would need to add a new button inside the preferences dialogue (on top of the 'Reset to defaults values') that would then
call a openfile dialogue with some included file filters (*.thTheme in this case) and allow you for the selection of such file.
Interested in developing this?
Cheers