Hmm, that (setting the theme from the configuration frame) works (updating all colors and styling) for me on Windows 10, MacOS, and Linux (CentOS 7), all using Python 3.8 or 3.9, and wxPython 4.1 or later.
To be clear, you should be able to use
pframe.plot(x, y, color='k', xlabel='x axis', ylabel='y axis', theme='dark')
but there is some ambiguity in setting the theme and trace color -- the default is to obey the explicitly set colors, so that would draw a black trace on a dark background.
If you want to set the theme programmatically, it would be "PlotPanel.conf.set_theme('seaborn-bright')" or "PlotFrame.panel.conf.set_theme('matplotlib')".
And, as a general rule you can force a redraw with "PlotPanel.canvas.draw()".