Thank you Yousuf, I have it enabled but it's not what I really want.
Here is a scenario with 'Allow user themes' setting enabled, that I want to be able to do.
1) In one browser login with User 1
2) In another browser, while User 1 is logged in, login with User 2 that has admin privileges
3) Edit User 1's profile from the User 2 browser, and change his "Theme"
4) Refresh the page in the User 1 browser
What I want, is User 1 to see the new theme at step 4, without having to logout and login again.
I ask if there is a way to 'hint' Moodle, to update User 1's $USER->theme variable because it has changed.
I am using database sessions, and I was thinking to try and edit the user's sessdata in mdl_sessions, but I'm not really sure if that's the proper way and if it would actually work.