I believe you have found your answer in our support, but since this is public I will let any other visitor know as well.
Currently it is not possible to set RefinedTheme to just one space, the site navigation (made up by our Categories) will be visible on any space running RefinedTheme, but if they are not in use they would make little sense.
We are working on making this possible in future versions.
Best Regards, Maria Heij
Powered by Atlassian Confluence 6.1.0, themed by RefinedTheme 5.1.17