During CyanogenMod's heyday, one of the ROM's biggest features was the Theme Engine. You could download any number of themes from the Play Store to change up the entire system's look. However, the feature didn't make an appearance in CyanogenMod 14 (based on Android 7.0 Nougat), and there hasn't been much talk of working on it since the project reorganized into LineageOS.
Now it seems like the Theme Engine is gone for good. A recent commit on the LineageOS 15 (based on Android 8.0) branch reveals that the remaining code for system themes is being completely removed. The comments make it obvious that the engine isn't coming back, as one developer says, "This is just removing the obvious stuff. I'm sure there are more dangling bits and pieces but I'm not sure how easy they'll be to find."
It makes sense that Lineage would drop the Theme Engine. Not only did it require tweaking with every Android release to ensure compatibility, but Android 8.0 Oreo includes its own alternative called Overlay Manager Service. Substratum uses this to achieve root-less themeing on stock Android 8.0 Oreo, and presumably it will work fine on LineageOS 15.
- XDA Developers