QUESTION Why are components under 'Theme' tab

[datiswous]

components>it is just that components are similar to pages in that they belong to the site, not the theme. Having them under the theme tab may appear to some like they are switched out if one switches themes.
However, you are right. When I wrote the comment, I thought that the theme selection dropdown menu remained visible all the time in the theme, but this isn't the case. Maybe the tab name "Theme" could be refined, but nothing more. Sorry.

Component code you place inside of the theme. If you switch theme this code is not automatically in your new theme. If you use dynpages plugin you can place components in your pages, but this is not default behaviour.
http://get-simple.info/wiki/components