omf new tries to set newly created themes which does not make sense

[sagebind]

Creating a new theme using omf new theme <name> tries to set the newly created theme as the active theme before exiting, which is unexpected behavior and also always fails.

Since it fails, it leads omf.theme.set to print a misleading message asking the user to run omf install <name>, which makes sense in every context where omf theme is used except for this instance.

1. Stop trying to set newly scaffolded themes as the active one.
2. Move messages such as the one described above into omf.cli.theme instead of in omf.theme.set.