I think it means that the move is often seen in similar positions, and is one of the key moves in such positions. For example, the French opening involves several thematic moves where both sides build up tension in the center, such as on d4. In the Sicilian, 3. d4 cxd4 might be considered a 'thematic' break, since white exchanges a central pawn for dynamism during the opening.
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What does it mean when a chess move is described as "thematic" in the annotation?