Well.. One could also argue if a Module belongs into the "Project" folder by the same logic.
Themes aren' t project specific code in my book. They are like modules, but instead of providing functionality, they provide a certain look. And most importantly: They are interchangeable (or should be) for different projects.
If you don't like the themes folder, you can still create custom templates for your project in the "templates" folder and delete the themes folder (that's what I usually do, since most of the Sites I create have an unique look and aren't meant to be themed).
I think the current themes solution is just fine. In fact, I'd like to see something similar for modules. A "modules" folder, where one would put all the different modules. That would keep the webroot nice and tidy.
Something like:
assets
jsparty
modules
+-- cms
+-- moduleA
+-- moduleB
mysite
sapphire
themes
+-- themeX
+-- themeY
+-- themeZ