That TabControl is not Themed. If you look in the docs it will give you a list of all of the controls (as does the training material in the APplicationThemes section) that have Theme support. What we do is use the new ThemedLinkmenu control and a Panelmanager (we did this in the UI sample we created in class) and create a vertical page tab.
No. This control will more than likely never be on the themed list as the standard .NET tab control has some inherant issues in order to do this. At some point we will have a tab control, but may not happen for some time.