Modules appear as themes in themes page Not serious but interesting. I entered into the themes page and besides themes I also found there modules.

Any suggestion what can cause this behavior?
All modules listed there are dependencies of the Dawn theme, and when we look at the Changelog there are entries like: - Added jQuery Update, Honeypot modules.

There is no way for a theme to define module dependencies (you'd need an installation profile for that), so my best guess would be the theme creators packaged the modules within the theme. 
Normally I would have checked that for you, but it is a little harder with commercial themes. You should browse through your Dawn theme folders and see if the modules are nested in a sub-folder somehow. (Perhaps there is even a README explaining you should move them?)

The reason they are listed as themes is because modules and themes both provide a *.info file containing the details, and only the folder they are in is used to distinguish between module or theme. Since the module / theme detection in Drupal can scan multiple folders deep (eg. Views UI module is a subfolder of the Views module), it probably detects these modules's .info files and assumes they are themes since they are in the sites/all/themes folder.