Hi!
"I had previously assumed that all 3 future-selected themes need to be included in the game entry instead of just any 1 of the 3 selected themes." <--- Yes, only '1 of the 3 selected themes' is required for each entry.
"I suppose a participant could still try to include all 3 themes together." <--- Yes, this game is an example: https://itch.io/jam/jam-for-all-basic-dialects-3/rate/1685296
Good luck.