please refine ;
what do you mean with :
Why does it not change all the folders?
Is it the colour of the blueish ones ?
note: That are self-created folders.
The others are folders that are specified from XFCE ..... like : Documents, Videos, Music, Templates ..... e.g.
The colour of self-created folders is specified in the theme.
So if you want to change colour of the self-created folders, you need some experience in theming and some graphical skills.
The blueish icon for the self-created folders could be found in tango-theme :
So one could change the colour by copy and paste the folder-files to another folder in home, and change the look of them with incscape for .svg and Gimp for .png ..... and then write them back to its origion with admin-rights. .........
but important :
as i dont know, how you installed the theme (either by apt install or the "easy way" by downloading, extracting and putting it in ~/.icons)
: for the theme destination ~/.icons you shall write it back only with user-rights.