Yeah, it seems there's something in the plugins that is necessary for the theme to work. Whan I uninstall the plugins, it doesn't work again.
"xz" was missing in the Geany installer. Sorry for that.
New installers: https://download.geany.org/snapshots/geany-1.39git20220110_setup.exe https://download.geany.org/snapshots/geany-plugins-1.39git20220110_setup.exe
Related PRs: https://github.com/geany/geany/pull/3082 https://github.com/geany/geany-plugins/pull/1153