As the title suggests, changing the theme through the "Look and Layout" theme brings me back to the privacy policy screen and the user agreement and I need to accept those again to continue. This counts for all themes, and counts for all ways in which you can change the theme.
It doesn't matter, whether you do it through the "Use this theme" and the "Preview theme" buttons in the theme change in the "Look and Layout" menu, or with the "Theme select" options on the Home page. I only needed to do it once for each theme I selected - after accepting the privacy policy and user agreement in one theme I didn't need to accept it if I chose that theme again later on.
Now I'm on Firefox version 61.0.1 (64-bit), but I don't think that'll matter much.