Hi Bob,
Changing the jQueryUI theme from layout.master as documented here should only affect the jQuery UI widgets for all skins except the jqueryui-1 skin where is has more impact because that skin is specifically designed to have jQueryUI style more things.
If something else is happening maybe you are making a typo that causes an error making it fail to load the master page. In this case it will load an alternate master page to keep from completely crashing the site and it will log something about the error.
Hope that helps,
Joe