Site with Themekey has CSS cross-contamination
I think Nice menus apply to all themes unless you have specified other.

Just go to the following location admin/appearance/settings/your_theme_A.
Then look for "Path to custom Nice menus CSS file" 

Then go to your next theme admin/appearance/settings/your_theme_B
And also check "Path to custom Nice menus CSS file"

You might surprise, Nice menu use common CSS file regardless of your theme unless you have changed.