Ok, I don't know if this is a BUG or FEATURE. I just did a brand new install of 2.8.4 and then added ! more theme 'Simple Blog Design' I was looking for a theme with two sidebars for this test.
1) Activate 'Simple Blog Design'
2) add a text widget to the left sidebar
3) go look at the site, things look good
4) swap to the default theme (a 1 sidebar theme)
5) look at widgets and you see that the text widget is now in the inactive list
6) switch back to 'Simple Blog Design'
7) look at the widgets - the text widget hasn't been reactivated
I can understand the widget not being displayed, but by deactivating itswapping themes, even to check if there is an error in a theme, is not without consequences.
Is this the way it is meant to be??