Something that has been coming into my conversations lately, is the idea that theme is like your story's shadow. Or perhaps, more accurately, its shadow puppet.
Setting, characters, and plot are more concrete. They are (more or less) physical. But theme comes out of them when an outside intelligence (writer or reader) shines light on them. This casts a shadow to form a shape, or a puppet.
Learning about and writing theme can be difficult, in part, because you can't hold and mold a shadow itself.
You have to shift what casts the shadow.
To create the right shadow puppet, you have to rearrange the hands--the story elements--the right way.
And if you cast an incoherent blob on the wall and claim it makes a cat, it's not going to be effective.
This is the equivalent of a writer trying to slap on a thematic argument through "telling," when the story itself doesn't "show" or back up the argument. This usually manifests in a character being philosophical or preachy somewhere in the story--trying to force a meaningful discussion on a topic that is irrelevant enough to be un-meaningful.
On the other hand, a professional-level writer may understand how to arrange the characters and plot in a beautiful, coherent way, so that it casts an elaborate shadow--even if the writer never looks beyond the story.
This is why you can sometimes find powerful, thematic literature, written by someone who doesn't know how theme works. Just this last week, I was listening to a hugely successful writer talk for hours about his approach to writing, without even addressing theme. Yet I've seen his work used by others when discussing theme.
He surely knows all about rearranging the hands appropriately, so when anyone intelligent comes to look, they shine the light on them to find the thematic shadow. It doesn't matter so much that he doesn't understand theme. He understands the underlying principles that make up the theme.
For the rest of us, we need some help. And understanding theme before we get to a professional level, will help us reach that level faster. Furthermore, I have sometimes wondered how much better a successful writer would be, if they did properly understand theme. I mean, imagine if their stories were even more impactful!
In order to cast a great thematic shadow, we need to understand its physical counterparts.