They don't have to match. It's cute if they do but if your hostess just wants to go with something from the store that's inexpensive and it doesn't match the decor she'll actually use at the shower, no big deal. It's not like anyone is going to bring the invitation to the shower and compare. Definitely no need to mention the theme on the invitation. The "theme" is just decoration, let the guests come and enjoy it and have fun, the end.
I always have my invitations match the party theme, but it is more expensive. It's cute, but not necessary. I don't think there's a need to mention the theme on the invitation.
Re: Quick question...invitations
I would, just because I think it sets the tone.
But it is not required.