As the theme customize/settings functionality continues to enhance, it would be wonderful to be able to have settings for multiple themes without impacting the live site.
Use case: I'm updating my theme this weekend. I'm going to do it by building a replica site and configuring the new theme, then putting it active.
However, it would be much nicer to keep the settings WITH the theme rather than overall for the site. That would enable me to install and configure a new theme, and put it live without issues. If I wanted to switch back to the old theme, the activate button would restore the previous settings.