It's actually Reimu saying that. By "themes" she means their attacks: Futo and Tojiko are shooting triangles in sync, but Mokou and Akyuu are just off doing their own thing without trying to match with them.
The wording is admittedly a bit vague.
Updated
Kuh...!
SYNCHRONIZE YOUR THEMES!
W-Well, you can probably pass this trial, can't you?