Hi Derek,
That seems like it would be good for people who wanted widgets in the Header Controller but its not something that you can move around i.e. you cant simply move a widget from the header to another location, at least I could not figure out how to do that .
I found a decent workaround after messing with things for a while. Here is what you can do to get your widgets configured back to their original state after changing the theme. I do believe that this is a shortcoming in WAB and should be addressed in a future release because the structure is there and the files are there, theres no reason for the widget configs to persist across theme changes but in the mean time here is what you can do.
1. Save the application with theme A and download it
2. Duplicate the application and apply theme B and then download it
3. Unzip both themeA application and theme B application
4. Open an editor and copy the files from [root]\config\[widgetnames]\*.json from theme A to theme B
5. If you want to configure anything else in theme B using WAB , zip the files and import it back into WAB and wallah you have your widget configurations across themes.