There is no wrong colour depth, bitmaps will be scaled down (and I also guess up*) to the native screen resolution. Technically those themes aren't broken - each colour theme that does not use colour parameters in viewport definitions will work on greyscale.
The problem is that you lose information and contrast when scaling from 16-bit colours to 4 greys, in some cases so much that it is not recognisable anymore.
And another important thing which I'm not sure how the theme site deals with is setting fore- and background colours in the config file. Currently there is no way of setting fore- and background shades on greyscale and even if it was, I guess you could only choose shade 0-3 as in viewports, no colours. In WPSs which use " - " for viewports to use global fore- and background colours it will always be black as foreground and white as background on greyscale. That makes it especially hard when a theme uses white as foreground - set globally in the config file - and a dark backdrop for colour targets. These will get the dark backdrop and black text in the foreground on greyscale displays.
Going by a recent thread about "Simply Blue", the theme site doesn't check for this yet because this theme looks like it works the way I described and it is on the greyscale pages. I guess this would already be a major help if global foreground and background colours could be caught (since unknown settings will be ignored in Rockbox, there is no problem if a .cfg file contains those lines; loading on greyscale will just ignore them, so the theme site needs to do something else there
or implement foreground and background settings on greyscale and Rockbox will probably fail to load them if there are RGB values

).
*) except monochrome images which get special treatmentEdit: I just checked your list and all but "Rainy Days" use white text, assuming you mean "HiPodNextNightV5". "Rainy Days" itself is ok to read on my M5 which also has a 160x128 greyscale display but is a bit easier to read than an H100 display - contrast isn't very high of course but enough to see (the worst part being the small pointer selector icon on a bit darker part of the backdrop, I guess I wouldn't like that on a colour display either)