On my desktop, I usually have applications running under different userids: There are some root applications, and the browser and related programs are running under an isolated guest userid instead of my real userid. When one of these programs sends notifications, they are displayed using the theme configured in the sender's notification settings instead of my own notification theme settings. I think notifications should always be displayed with the theme configured by the owner of the desktop/session, independent of the program sending them.
xfce4-notifyd is a dbus service so if it's launched with a different user such as root it'll of course use the themes configured for that user or the default Gtk theme if there is none. There is nothing I can do about that, DBus does everything here.