Can someone explain to me why all moves in the analysis are shown as "theory moves" although it clearly leads me to lose the round?
What "theory moves" are you looking at? The database available on chess.com clearly shows that white lost all 5 games after playing 4 Nxe5.
Game review shows that white made big blunders.
Can someone explain to me why all moves in the analysis are shown as "theory moves" although it clearly leads me to lose the round?