How it works is that now you do everything through emunand. You won't retain your NNID but you are free to relink it afterwards. FBI is the cia installer of choice. Being dumped back to sysnand when you look at settings in emunand is normal, it resets the system at that point and when it reads the data again it reads it from sysnand. When you switched themes you got rid of Menuhax, you would need to access homebrew via Browserhax etc, and then re-install Menuhax using the Menuhax Installer included in the latest starter pack on smea's site. There are good reasons to unlink emunand, for example you cannot update emunand to the latest FW if you don't unlink, it will update sysnand as well, choice is yours.