This is a very interesting question and one that I have been musing over since I first saw it. It is possible to talk about this great narrative poem and consider it using the theme you have identified. Obviously, far more traditional and obvious themes exist, such as despair, passion and unrequited love. However, I think it is possible to identify a theme of appearances and how they can often deceive us.
Let us consider how the "belle dame" is presented:
I met a lady in the meads,
Full beautiful--a faery's child,
Her hair was long, her foot was light,
And her eyes were wild.
Clearly, there is something suspicious about this description of the lady because she is just so exaggeratedly beautiful. She is everything any male could ever wish for and more in terms of physical appearance. However, it is clear that underneath this stunning exterior something much darker lies, as is summarised by the dream and the many "pale warriors" who presumably stand for other men who have been taken in by outward appearance and suffered as a result. Clearly, when the knight wakes up and finds himself "alone and palely loitering" it is as if he has had his purpose and resolve sucked out of him, suggesting the negative impact of a passion that is actually more destructive to the person expressing that passion.