Ray Bradbury's "A Sound of Thunder" does possess a serious theme. That said, some readers may not readily identify a theme in a text if he or she is simply reading for entertainment and does not wish to be "bothered" by reading for depth. Essentially, most (if not all) texts possess some type of theme either made obvious or hidden by the author.
The theme of "A Sound of Thunder" lies in the consequences of the Eckels stepping upon a butterfly when he accidentally steps off of the designated path. Eckels, on a hunting trip in the past, has been warned not to veer from the path and not to kill anything but the dinosaurs (whose deaths will change nothing in the future). Unfortunately, when Eckels steps off of the path, he kills a butterfly. This accident is felt thousands of years into the future. The theme, then, lies in the fact that even the most insignificant happenstance will change the future. We, as rational beings, must consider the consequences of all of our actions, no matter how small.
On a side note, it is an important note that Bradbury choose to use the butterfly as the thing which changed history. According to chaos theory, the "Butterfly Effect" refers to the idea that "small changes in the initial conditions lead to drastic changes in the results" ("Chaos Theory"--Fractional Foundation).