To reproduce:
* Start a new level in the Rock tileset. Place some terrain.
* Attempt to place one-way walls from the Snow tileset. Instead of Snow's red one-way walls, the editor will place Rock's pink ones.
* Change the Theme of the level to Snow. There is no change immediately, but if you click "Get Terrain" and then "Get Objects", the already placed arrows will still be pink, but now the object selection scroll will have red ones.
* Place a new (red) one-way wall object. The already placed pink arrows now change to red as well. Alternatively, playtest the level, which will also suddenly change them to red.
I'm not sure what the intended behaviour is here, but certainly the editor is not being very honest about what options are available to the designer.
I would certainly like, in some cases, to be able to place one-way walls from a tileset that doesn't match the main "theme". For instance, Rock's pink arrows look fine on the green crystals, but are horrible on the rocky terrain -- and Snow's red arrows would be perfect.