In many 'Harry Potter and Luna romance fanfiction', a common theme is the power of acceptance. Luna accepts Harry with all his flaws and responsibilities, and Harry does the same for Luna. Their relationship is also often set against the backdrop of the magical world, with adventures and magical discoveries that strengthen their bond, like exploring new parts of Hogwarts or uncovering secrets about magic together.
Well, a frequent theme is the mutual understanding they could have. They both have lost someone - Harry his parents and Luna her mother. This shared sense of loss can be a strong bond in the fanfiction. Also, the theme of seeing beyond the surface. Harry sees Luna for who she really is, not just the 'Loony Lovegood' that others might label her as, and that's often a central part of their relationship in these stories.
One common theme is the exploration of their different personalities coming together. Harry is often seen as the hero, while Luna is the eccentric and dreamy one. Another theme is the idea of finding love after trauma, especially considering the events of the wizarding war.