That's surprising to me, perhaps because "th" appears in inflected words such as "ovathan", dialectal words such as "vasthaan", compound words such as "oluthana" and names such as "Elisabeth" or "Porthania".
Also, I wonder what's the share of the pronounciations "t", "th" and "θ" in the word "theremin".
What do you mean by having 'th' as a phoneme? If you mean the sound "θ", I don't think any of the words are pronounced with one in Finnish, typically. Rather, they have a "t" sound followed by a "h", or just a "t".
Also, I wonder what's the share of the pronounciations "t", "th" and "θ" in the word "theremin".
(You can download a list of word forms encountered in some selected written texts here: https://kaino.kotus.fi/sanat/taajuuslista/parole.php)