Not sure if this is a ThemeRoller bug, but it definitely makes it very easy to repro. I think this has to do with how the styles are re-used across elements. Basically, if you disable the icon disc background in ThemeRoller, then the "empty" checkbox background never shows up in checkbox widgets.
Seems like this needs to be its own style?
Theme: Keep background for checkbox-off icon when using no-disc icons