I seem to be having the same issue, but have a little more information.
Receiving the same problem when I actually have tried to install and use a new theme on Silverstripe 2.4.
At the bottom of the page I get the same line: "Generated with the default ContentController.ss template"
However it does appear to recognise the colour schemes from the layout.css file. What it doesn't appear to be accessing is the Page.ss file.
What I did, though, was remove Silverstripe from my site completely and then reupload it, which (by accident more than plan) also included the themes I had downloaded from the Silverstripe site during the installation process. These two themes now work as they are supposed to when I switch to them, however a newly uploaded theme gets me the same problem as mentioned above.
Obviously it's not viable to actually be deleting and reinstalling the CMS to my site if/when I ever want to change themes, or test the template I'm working on by myself, so am I missing anything here?
I have tried the "?flush=1" and it doesn't actually fix the issue.
I have tried adjusting the SSViewer::set_theme line manually, and this does not fix the issue either.
Cheers in advance,