The id is not included in the @Html.ThemedDataGridFor helper because that method just call a partial view containing an implementation of the grid specific for a theme....Some themes might contaion a table other might contain an <ul><li>
list and some other simply a dive for each data item with no root father at all. Thus an id passed to that function makes no sense.
However you may compute and id starting from the lambda expression used to call the helper as usual in Mvc.
To do this you may modify the example theme I included in the RazorCompleteExample file. Specifically go to the DisplayHeader Razor helper, and modify the table tag:
<Table id = '@htmlHelper.ViewData.TemplateInfo.GetFullHtmlFieldId(options.ToShow)'>
You may also add some postfix such as "_Root" or "_Table" if you want to give names to various html elements.
I advice to read carefully the documentation on the themes: http://mvccontrolstoolkit.codeplex.com/wikipage?title=Theming