When you integrate forms into a site (such as WOrdpress) it doesn't use the MF theme at all - the embed method - Javascript or iframe will not use the set theme, so as to integrate with the web site it's being integrated into seamlessly.
Only when the form is a direct link do you see its theme, if used.
So what you need to do, is create a 'page' in WP, and go to the HTML mode and copy in the embed code from Machform so that it will show in that page in your WP using the WP theme you set, it shouldn't show the MF theme at all.