Having the same issue here with WP Super Cache 1.4.9, AMTS 2.1. and WP 4.7.2:
– Super Cache has the Mobile device support turned off and uses mod_rewrite to serve cached files, otherwise in default configuration.
– Themes are Graphene (desktop – always loaded) and Graphene Mobile Neo (never automatically loaded on mobile devices, although set for mobile in AMTS).
– GMNeo theme loads only when forced via $am_force_theme_layout=mobile (+creates cookie)
Forgot to note, that I’m trying this on the Android Chrome browser + Desktop Chrome Developer Tools (all mobile user agents). None of them switches to a mobile theme without explicitly forcing it in url.