Setting the theme via the StyleManager.SetTheme(control, theme) method does not style the cell as expected when a CellStyle is defined for its parent column.
The current workaround is to explicitly set the theme via the style:
<Style x:Key="BlueCellStyle" TargetType="telerik:GridViewCell">
<Setter Property="Background" Value="PowderBlue"/>
<Setter Property="telerik:StyleManager.Theme" Value="VisualStudio2013" />
</Style>