How to set admin theme for a route?
You're looking for the _admin_route option:

aggregator.feed_add:
  path: '/aggregator/sources/add'
  defaults:
    _controller: '\Drupal\aggregator\Controller\AggregatorController::feedAdd'
    _title: 'Add feed'
  requirements:
    _permission: 'administer news feeds'
  options:
    _admin_route: TRUE