Once you start installing new GTK themes in Ubuntu, you will notice that applications that run as root, such as the Synaptic Package Manager, look unthemed and ugly. This is because although the root user is hidden in Ubuntu, it is still technically a separate user with separate appearance settings.
To fix this, run these three commands in a terminal. They will cause your own theme, font, and icon preferences to always be used by the root user.
sudo ln -s ~/.themes /root/.themes sudo ln -s ~/.icons /root/.icons sudo ln -s ~/.fonts /root/.fonts
Leaving your root applications unthemed does an have one advantage, it reminds you when a running application has root privileges. Other than that I see no reason why this should not be the default for Ubuntu.