I think there are a bunch of reasons why official Dominion expansions have a theme:
One is that you can grasp new functionalities and/or strategies more quickly. For Hinterlands, if you get "on-gain" once, you immediately get the point of several cards in the box. Same goes for Durations, Treasures that do something, On-Trash, Dual-Type-Victories, etc... It's not as if every box contained 15 different new mechanics, which we would have if cards were just randomly distributed.
Also it gives expansions a memorable flavour, something you connect to. This makes it easier to decide which expansion you like to buy next. If i want to have expensive and strong cards, i buy Prosperity, but if i want complex cards, i buy Dark Ages. It keeps expansions from being just as a package of random cards.
A last one is that if a mechanic needs additional pieces, splitting it up would make those pieces necessary in several expansions. It's why there's few hope for Potion costs, Looters, +VP cards etc in the new expansion.
It's worth noting that most of these reasons apply to putting several cards with one theme in a single expansion as opposed to distributing them randomly over several expansions. In other words, they apply to somebody who allready created a lot of cards and now just has to see how to split them up. If you don't have enough cards for two sets, i see no reason to make theme dictate what you do. Theme can be an inspiration to try something, but don't try too much to force another card that uses mechanic X in. If at some point you do find yourself with a lot of cards you feel confident with, you can still split them apart according o theme.
Edit: Wrote peaces instead of pieces...