The Theme Settings screen contains links to the various screens on which you can customize the settings for a particular Theme.
All the other links on this screen point to Theme-specific pages that are similar in functionality to their counterparts on the Site Settings screen, except that for each individual Theme-level setting you can choose to inherit the default value from the corresponding Site Settings page.
As long as the "Use Default" option is selected for a particular Theme-level setting, any change to the corresponding Site-level setting will immediately be reflected in the Theme-specific Member Subscribe Page.
Pages that contain the "Use Default" option also allow you to copy all settings from the corresponding Site Settings page, or from another Theme. Settings that have been copied from another Site or Theme—and that don't have the "Use Default" option checked—no longer maintain any link to the original setting. In other words, Site-level settings that are copied to a Theme become Theme-level settings: subsequent changes to the Site-level setting will not be reflected in the Theme.