[offtopic]
rrrrrrrrrhhhhhhmmmmm... what's a [censored] passion to format your hard drive? is it too hard to just remove Windows' folder? it became a tradition - to format the disk before reinstall, and it is too hard to explain to noobs that they can reinstall the system without all data erasing - because "much more advanced neighbour Vasily say that they must format a sole disk". please, stop to promote this [censored] way.
[/offtopic]

and about theme...
Explorer loads some system dynamic libraries, which can be used by some applications, so the loading of these apps is faster... but I don't think that there is ACTUAL difference...
Shell doesn't operate the memory or the CPU usage of other apps - it is only an application to display the control elements...
Some of your modules just eat your CPU - there is no other way...
Try to unload some of them and check the performance...