Narrative as a life source
The premise of these stories is the same as the epic Arabian tales. There is a wealthy sultan with serious issues, and he gets cheated on and turns into a sex maniac. He sleeps with a new virgin every day, and he murders them at dawn, but, when Shahrazad arrives, something different happens (also spelled Scheherazade in other versions of the story). Knowing she will likely be murdered in the morning, she dazzles the sultan with stories. By telling stories, she saves her life. That is a thematic portrait of narrative as a life saving force, and the stories are of course flavored by the troubles and dread of real life problems.
Romance and true love
There are heroes and villains in Shahrazad's tales. She tells love stories, often with painful twists of fate, and there are star-crossed lovers. There are stories of betrayal that flavor the narrative with scandal, but even the betrayal seems always to point back to the unlikely nature of true love. Shahrazad is epic and poetic in her view of romance, and in this retelling, the stories that don't have something to do with love often don't even make it into this retelling. The answer to her battle of the sexes is certainly love.
Adventure and heroism
In Shahrazad's imagination, a hero is someone who realizes there is a problem that no one will fix, and he goes and fixes them anyway. Sinbad makes it into these stories, but he isn't blind to fear in this story. In the Arabian tales, his conquests are truly remarkable, and he does them all without breaking a sweat it seems. But, in this retelling, al-Shaykh shows the real cost of heroic behavior. He reports feeling perfectly scared, and often believing things weren't going to work out in his favor. But nevertheless, he is a hero.