Consider the Open edX use case of building and including themes. See https://github.com/edx/frontend-app-profile/blob/master/docs/decisions/0002-build-time-customization-with-npm-aliases.rst for information on how we may be customizing modules in MFEs.
Without digging in I think we can:
Move edx and example-theme outside scss/ into a themes/ folder
Provide as simple as possible a way to do theming. At the moment we expect developers to include a single file theme.scss. But we may be better served to do a two or three line import something more like:
// ... app styles
This is in all likelihood a breaking change and worth having a design discussion about.