The other customer was loading SyntaxEditor in interop (an Excel add-in) and not running a WPF .exe. In that scenario, no WPF Application was created by default, so theming couldn't apply.
Are you using SyntaxEditor in an interop scenario?
If so, take a look at this documentation topic in the "Using WPF Controls in Windows Forms Applications" section. The same information applies to any interop scenario, Windows Forms or other ones like Office add-ins. If you create the WPF Application before your main Window loads, it resolves the issue without any workarounds needed. Make sure you shut down the Application too when your main Window is closed.