I was breed themes and I realized Emperor's Dragon Zolnixis come in huge varieties of colors. Why?

Yeah, basically, pets being dyed does not stop them being themed/pb themed, since it doesn't change their lineage in any way (obviously).

If you own pets of this sort, you can use a lesser dye on them to activate the theme reversion option to swap it back to the original theme colours.
This option isn't immediately available without the dye because these lines were bred long before the addition of the reversion, so they're undyed pets that been bred from pets that, themselves, were not dyed- the dyed ancestors will be found way back in their ancestry, usually.
As such, they don't automatically trigger the 'this is a dyed theme, offer reversion' option.

Using a dye on a themed/pb pet activates their option to revert to the original theme colours, but it also means all offspring bred from that pet subsequently (while it has the reversion option) also automatically have the option to revert active (offspring bred before the parent had a dye used on it do not, though, since they were bred from an undyed parent, as far as the algorithm that sorts this stuff out can tell)

Thank you both I've been wondering about that since I've been breeding a lot of them.