What is a difference between "Inspect Theme" and "Load Configration"?
By inspecting a theme, the Add-On will take a look at the files of this specific theme. Based on that, the form will be populated. By loading a configuration, the configuration made by YOU (or someone else) by using the Add-On, will be loaded. So loaded configurations are most reliable and will be better.

Inspecting a theme can be usefull if you want to clone a theme. Loading a configuration is mostly if you want to go back and make changes to your (live) theme.

For some fields there are many "No" options. Why is that?
That is because it may have consequences if you set it to "Yes", and the Add-On really wants you to think twice if you want to set it to that value. So "No" is how it actually should be, and "Yes" if you really know what you're doing and what this options does. So all "No" options are actually the same, it's the "Yes" that makes the difference here.

Can I rebuild a theme without changing some of my elements instead of all/none?
No, that's not possible. You either let the Add-On do some work for ALL your elements or none at all. This because in case you don't want changes to be made, you probably know what you're doing and you can do that for all your elements. Also adding in an option like that would cause confusion and makes the interface more difficult than it already could be.