Every time you run changeCommunityServer, Radio calls the XML-RPC verb "radioCommunityServer.getInitialResources". One of the things it asks for is the URL of your repository of Radio themes. Of course, not everybody has a repository of Radio themes, so if your server leaves this blank, Radio will continue to poll radio.weblogs.com for themes.
Unfortunately, even if you haven't specified such a URL, Radio will still consider downloading these themes to be part of the community-server-changing process, and if the theme download fails, the entire switch will also fail. Which, once again, is bad news if you're at 30,000ft in a 747, or even if you're doing testing while connected to the net with a 56k modem since the themes take quite a while to arrive.
The fix, I found was to go into system.verbs.builtins.radio.cloud.getInitialResources, and comment out the code bundle that downloads the themes. Radio survives quite happily without it.