The theme? There are a few ways to describe it. One way is, 'choose a goal or three for how to affect some sort of drastic change of the setting. Do your level best to make that change. Good luck!'
A longer description could be 'take a setting that is very much designed to be stagnant (or at least very, very, very stable), and see if it is possible to actually affect positive change on it -- especially if that change was intended to brighten some of the darkness (!). Or, the group could fail miserably... but trying would be fun.'
Yet another way of saying this is that the characters are okay with committing large heresies and crimes out in the Koronus Expanse, with the ultimate goals of each character wanting to change something big about the big, stagnant/stable/decaying Imperium, and everyone is working together to achieve the groups' mutual goals.. Maybe a group similar to Logicians (the people who follow 'make a new golden age of technology at any cost'!), but with many more scruples in where and how they do their research, and smaller overall goals than the Logicians. Of course, every player has some idea of where they want to go; after all, it shouldn't just be ONE player's (or their character's) goals! But the idea is to make it quite 'make new tech' and quite character driven.
Consider, the largest change I can think about is probably when Magos Arkhan Land found the designs for his Crawler. Not the Speeder or the Raider, the Crawler. You know, that tractor is used all over just about every agri world in the Imperium, and dramatically increased the quality of life of a lot of people. Now consider a Rogue Trader who wants to 'find' (whether they find it or, uh, 'make' it from reverse engineering archeotech and xenotech or engaging in [gasp] iterative research! Something you could only safely do in the Expanse, with a Warrant so people don't ask questions...) the Next Big STC Design, and get in on the ground floor on manufacturing / distribution / trading / licensing of it... and make a whole TON of money, and bring a few points of light into the Imperium (and Humanity)! That could be one of the goals regarding 'changing the Imperium', but other ones could work too.
The story that I came up with was the Rogue Trader / Nobleman is an idealist who has specifically looked for like minded, technically heretical idealists, who have various ideas and goals which are relevant to his interests, which mostly involve finding ways of leveraging his family's traditional duty: going out into unexplored areas and finding tech and artifacts to bring back. The basic idea is to figure out ways of understanding these artifacts, and maybe not immediately handing ALL of them off to the Ad Mech for the bounty his family gets for doing that (as they have been doing the past few centuries), and adding a few more 'steps' to the process, such that the family can make a more lasting profit. And also, perhaps bring some hope and dynamism to some people that he believes it is important to help; after all, he views the Imperium as stagnant and in need of an injection of mobility/hope/dynamism, and he primarily sees _actually understanding technology and iterating and such_ as a way to do that. He has some links to some very minor Ad Mech mini-cults that have similar ideas, but are mostly keeping their heads down so that they don't get purged with fire.
So basically 'a Rogue Trader goes out into the expanse, finds archeotech, finds xenotech, engages in iterative research, comes up with plans for 'stuff', tries to con the Ad Mech into believing that the designs are STC based, and thereby able to be fast-tracked to broader use, and get in on the ground floor for making money spreading this life-and-society-changing tech around the Imperium.'