It seems you confuse "theme" and "conclusion." Your title asks about a theme, but you give conclusions as examples.
A story MUST have a theme. It may have several, or it may be a theme so convoluted it's hard to spot it, but it will be there. Travel, self-discovery, self-improvement (or opposite), love, greed, morality versus survival, and so on. Without a theme, you'll have a word noodle, not a story. This rule can't be broken thoroughly. It can be subverted - a bait-and-switch, when you suddenly completely change the theme halfway through the story, or show that the main theme was a big red herring, and the secondary "underdog" theme one is the one that really matters. This can be done to a great effect if done right. Nevertheless a theme is always there.
A story SHOULD have a conclusion. It's a rule of the kind that exists to be broken. And as with these rules, you need to know what you're doing when you're breaking it.
A straightforward story will go from beginning to a conclusion. All threads closed, all implications explained, all questions answered and all opinions expressed.
A more challenging story will imply the conclusion. Instead of stating it, it just sets up the final scene in such a way that the conclusion becomes obvious. You don't need to be told "crime doesn't pay," you're instead shown how the super-scoundrel finds himself losing everything he held precious, having only the loot from the heist, which now is useless.
An even more challenging story will ask a question about the conclusion. Instead of setting up the final scene with a single clear outcome, it sets it up as a question: Was it worth it? What is the right course of action? How to get out of THIS paradox? This is a story that is meant to start an internal discussion, it doesn't present the solution, but requests it.
A story which is not that challenging, but enticing will distance the conclusion, be open-ended. It sets up the scene, the actors, and leaves the conclusion implied and distant - it breaks off at a point where a bad sequel would begin.
But there are stories without a conclusion. And they are invariably bad.
I finish such a story and... "Okay, so that happened. And?" - the events are of no consequence, no effect. There's no food for thought, no resolution, nothing to grasp.
When I was 13 or so, I had a class-mate, Eva. She was a short girl with dark hair, rather plain-looking, always meek and silent. Kids didn't really pick on her because she was not some kind of loner, just staying in the background, not taking initiative. I don't think I ever saw her to take up any task.
And one day our class was to organize and run a small snack shop for other kids during some event, overseen by the teacher. I was assigned as the shopkeeper, along with several other kids. Eva was doing something else, I really don't remember what.
That day as I worked, laboriously handling the candy and counting money, it was a real eye-opener about the amount of work. We turned up a pretty decent profit which went towards a trip to the cinema though, and in general there were no incidents.
See what I mean?