Well this was certainly an interesting side-effect of using themes. I had a little trouble getting the themes to look "right". It had to do with the way that the adapter was being created.
Use the snippet below to fix the problem. It's the middle line's magic which solved the theming issue for me.
ArrayAdapter<String> adapter = new ArrayAdapter<String>(this, android.R.layout.simple_spinner_item, list);
And there you have it, a nice default-style selection!