Your desktop theme can't be moved between different OSes because Windows XP, Windows Vista, Windows 7 and Windows 8/8.1 all use different theme setups that are incompatible with each other. In addition, you can only use Microsoft-shipped themes with all those OSes by default unless you install a utility to allow 3rd party themes, which requires admin rights to install.
Gadgets work similarly and Windows Vista/7 gadgets don't work on Windows XP or Windows 8/8.1.
Your desktop theme can't be moved between different OSes because Windows XP, Windows Vista, Windows 7 and Windows 8/8.1 all use different theme setups that are incompatible with each other. In addition, you can only use Microsoft-shipped themes with all those OSes by default unless you install a utility to allow 3rd party themes, which requires admin rights to install.
Gadgets work similarly and Windows Vista/7 gadgets don't work on Windows XP or Windows 8/8.1.
You can carry your desktop wallpaper with you, though, using the platform's built in wallpaper swapper:
https://portableapps.com/support/portable_apps_suite#wallpaperswapper
Sometimes, the impossible can become possible, if you're awesome!