The literal spelling of the theme precludes 'it is all connected' from being the theme cause you used 'its'. So it can mean anything related to the possession of something/someone's 'all connected'. What does that mean? Could be a game about a dog whose special ability is called 'all connected'. Similar to how you would say "the dog's tail" you would say "its tail"....replace tail with 'all connected'..."the dog's all connected".....which gets us: "its all connected". In other words the theme is fairly explicitly cryptic.