Downloaded it from the OP.
I'm running from a split setup. It seems that the zips are being downloaded to SD: apps/nintendont, and then being extracted to USB: apps/nintendont. Moving them from USB to SD, they work as intended.
Further testing shows that when you have a custom background in place, and then download a different one, the old one gets erased, the new zip gets downloaded to SD and again extracted to USB. So it appears the files are being extracted to where the games are, instead of where the dol was launched from, which is strange because when you download a Nintendont background, it shows up initially. But on reboot, it can't be read.
What's more, it appears that changing themes resets your settings back to default as well.
That is of course, from a split setup
Just doin a little experimenting. Noticing that when you launch Nintendont as an app, the loader background pops up until the text and app background show up. Didn't care for it much, but I went and lightened my loader background a bit and turned it into the app background as well. Now the transition isn't so bad, and it works pretty well.