When exporting a sheet, the theme is only applied to the visualizations. So styling for the sheet itself, like background colors, is not applied in the export. See https://help.qlik.com/en-US/sense/April2020/Subsystems/Hub/Content/Sense_Hub/Printing/exporting-shee...
Customers have expressed their interest in having this feature extended to apply to the sheet styling.
See the original feature request article.
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