That is because it is in Z:\ (ROM)
No apps installed in ROM are shown in the app manager because they are persistent and untouchable.
The App manager only shows apps that have registry entries in C:\sys\install\sisregistry\\ and C:\sys\uninstall\\.
Your default themes are in Z:\Private\10207114\import\UID\(*.skn, which is the configuration of the theme colors, etc.) and Z:\Resource\Skins\UID\(*.mbm, which is the multi bitmap file containing wallpapers, and *.mif which is the file containing all SVG components of the theme and icons).
You can remove them only by editing firmware.
