@Viktoria Michaelis -
Well, yes, because I want to see the theme on the site before I download it and, believe it or not, some servers do have a traffic limit?

If installing Themes causes you to hit your bandwidth limit, then I think it's time to find a new host. Seriously.

The thumbnails and search facility on WordPress.org give me a good insight into a theme, something that I do not have direct on my Admin page…

The same tag filter search on Extend (wordpress.org/extend/themes) is in your WP-Admin. The same thumbnails displayed on Extend are displayed in your WP-Admin. And the preview actually works better in your WP-Admin than it does on Extend.

You should give it a try. :)