We discussed the default theme problem in https://github.com/geany/geany/issues/2592#issuecomment-695835322 when we switched to GTK3 on Windows initially. At this point, it was decided that it is probably ok to go with the default theme.
I don't mind much if bundle the "Prof-Gnome" theme and use it by default or just document the way how themes can be installed and used on Windows.
@alexnerd123 your installation of the theme is wrong: when modifying anything inside the Geany installation directory, it will be lost on the next upgrade or need to be replicated on each upgrade. The theme must go into: `C:\Users<username>\AppData\Local\themes\Prof-Gnome` and the `settings.ini` must be located in `C:\Users<username>\AppData\Local\gtk-3.0`. These locations will be read by GTK and are independent of the Geany installation directory.