There is a plugin called Theme Test Drive, which can produce what you described. It's settings can be found under the Appearance menu (not settings or plugins).
This plugin enables you to see a different theme when you're logged in as an admin for testing new themes. If you want to test a new theme without all your blog visitors seeing different themes popping up, you can use this plugin to only show admins the selected theme.
However, I can't think of a reason why this would not show up in your plugin list, but who knows?
You might also want to check if there is any code in the theme wrapped between an
if (is_user_logged_in()) or maybe
if (current_user_can()) statements. The first one would mean that only logged in users see what is inside the if statement, the second specifies a user level as well.
Hope I could help, good luck!