There are themes in Flatpak version, but not all themes have a Flatpak version, so the most common thing is to copy the themes you are going to use to the .themes folder.
I opened Zorin in live mode and it comes with all these themes in Flatpak version.
This is unfortunately not the default. In Fedora Budgie for example, which already comes with Flatpak support, it does not come with any Flatpak themes.
