#1 - It (i.e., a theme) gives the show focus. We all have a common starting point for song requests. And it helps me generate a playlist. No blank paper-itis.
#2 - It helps keep the show interesting. It gives us something to talk about. It encourages participation. It gives people a reason to come back week after week.
#3 - It makes viewers think a little bit (those that want to, anyway). Thinking is good. And it introduces a bit of competition. We see who can wow us with a great on-theme song request.
#4 - It gives the show a lot more variety in terms of songs that get played. By design, we can't get the same requests week after week. And it forces me to have a more varied playlist than I otherwise would have.
#5 - Related to #4, it unearths some great songs and artists we would never have heard of otherwise, or haven't heard for a long time.
#6 - It differentiates OtC from most other shows. At the same time, it sets viewer expectations. You know what you're going to get.
#7 - Similar to #6, it creates a bit of a bond among viewers. Regular OtC viewers know the secret handshake, so to speak. Regulars belong to the "exclusive" OtC Club.
#8 - I'm a little OCD. I'm predisposed to making lists. Like this one, for instance.
#9 - My music collection and player allow me to construct theme playlists relatively easily. I can, so I do.
I think that about covers it. Now you know. (Updated 7/23/2014.)