I don't see how to change it from the default Phil theme. Is it because the domain was closed and there's currently no way to change it?

I guess it's still due to the whole server/domain thing. The admins tweeted about it:

LtrllySusan is correct. Removing some of the custom features of this forum helps us minimise the possibility of issues behind the scenes, so that we can try and keep the whole migration process as smooth as possible. Issues do keep cropping up, though, which is why the migration is taking longer than we planned and why I feel like I've aged ten years in a week. We've kept the core functionality of the forum intact though, so everyone can still read and post.

At the moment I can't say exactly when the Dan theme will be back, but I'm personally hoping it'll be as soon as possible - I had to convince the other mods that a dark theme should be added when the forum started, so I'm gonna make sure it's back before long.