curious - I seem to remember ds had some Thomas the Tank serviettes once as I happened to see them in Home Bargains or somewhere, but it didn't 'tie in' with matching balloons or anything. Certainly have never gone for matching balloons, nope.
People have always seemed to enjoy the parties though - don't really think children notice if the paper cups match the balloons / serviettes / plates - they have always been more interested in the food and whatever it is we are doing.
Over the years, I can honestly say I can't remember many, but there have been a couple where the dc have been to where the host has gone over the top put lots of time and energy into making a theme, but my dc haven't enjoyed those parties anymore than any other ones, because of it.
wondering - what's "miserable" about being able to enjoy an impromptu, thrown together party ? 
As I say, I'm amongst the older generation on MN, so have obviously been to LOADS of weddings, Christenings, birthday parties,leaving dos, retirement parties, anniversary parties, etc.,etc. but I can't say I've EVER thought - 'this party is a bit miserable as it hasn't got a co-ordinated balloon arch' or 'I can't possibly drink out of this paper cup as it's not got the same commercial logo on it as the serviette'. I go to enjoy the company, the ambience, and to celebrate the occasion. I'd hate to think the host had got stressed or spent lots on trying to make it into something themed. Fine if the host has plenty of time, money, and energy and likes doing that sort of thing, but I'd have thought it more likely that people with little ones are more likely to fall into the category of 'knackered, time limited, and poor' on the whole, so I'd rather they saved their energy / money.
As I have said several times, OP - I hope you have a lovely time, and it doesn't bother me one iota if people want to do themes or whatever, but I do resent the accusation wondering that someone who doesn't, is miserable 
.