Nope. You just slap on a theme and that's it. As with any monster tweaking you may want to make adjustments of some kind like remove or modify other powers in a few cases. Most themes don't add enough oomph to a monster to really make it much tougher, at least in theory.
It stays the same level, role, group role, and xp value.
However if it gets much more powerful I often treat it as 1 or 2 levels higher. If it gains powers that heal or buff it's allies I give it the leader secondary role.