I don't think you've missed anything because now that you mention it they definitely don't have their named themes play when you first meet them, and Terra's really isn't anywhere except the world map, though like Mirage said, Awakening is an arrangement of it obviously.

The only reason I can think of for Celes not being introduced with her theme is that it doesn't fit the scene at all. It's worth noting that Aria Di Mezzo Carattere bears a lot of similarities with Celes though it's transposed into a different key.