You loaded your theme, and then you replaced it with the default theme!
You need to load your theme file, and then load jquery.mobile.structure.css. You should NOT load jquery.mobile.css.
I'd like to link to the documentation that shows this, but I actually couldn't find it in the demo mess that JQM calls documentation...
(Please, two years in - can we have real documentation that is searchable and has a real table of contents all in one place? Please? It was promised - what happened?)