Theme answers the question: So what? That's pretty harsh, but it's what readers need to know soon after they pick up your book. Theme is the meaning and the message, the purpose of your story. Not just entertainment, although that is usually part of good writing. But we look for meaning now, in our literature and in our lives, more than ever. Publishers know this, agents know this, readers crave this.
Nonfiction writers can tell us the theme, or meaning, of their books. They can stand on a platform and present the message quite frankly. If you do that in fiction or most memoir, you alienate readers. Characters and narrator can rarely be on platform and still keep readers involved in the story. So theme is trickier for those genres.