Welcome Elric!
Not sure Playmo would like to hear them called War Themes, but I know what you mean.
The "Knights" theme used to be a lot broader and we called it Medieval, but now there's almost nothing but men wielding swords, bows and axes. We complain a lot here, because people who like to build a little world need more than just that, but I guess it's what sells.
The (currently almost non-existant) Western theme and the Pirates theme are a little broader in their scope, allowing various scenarios to be played out with the original figures, but of course shooting and fighting is in there too.
cheers, Martin