You're right, that would be a cool feature. Actually, one of the things that we hide behind the scenes more with Clearspace than we did with Forums is that themes are nothing more than folders on the filesystem in your jiveHome. So if you want to copy a theme right now, the easiest thing to do would be to go into jiveHome/themes/ and copy the folder you want to a new folder.
Thanks for the tip! This should make the rest of the theming go a lot faster!