No I don't think it is you. They don't work, at least in recent versions of Android
They stopped working in or before the 1.30 beta
I think there was discussion that the color at least may be almost impossible to fix but I don't remember the detail. I just have tantalising memory of discussion of "themeing problems"
I remember having to implement fixes by
creating dialogs with the NoTitle option,
adding a main layout to the dialog that could be resized,
adding a pseudo title bar to the main layout
Somewhere that fell off my radar because standard dialogs are much better than they used to be
In my capacity as a beta tester I apologise but in the short term I suspect the documentation is more likely to be fixed than the functionality
I would be delighted if Dave can tell me I'm wrong about this