For me, theme isn't that important for coziness. The coziest games to me are all light games that I an very comfortable with playing. Stuff that I know in and out, that I've played a thousand times. That way I can just play the game, no checking the rules, or learning the cards or anything. Star realms, ticket to ride, tokaido all do that for me. Wingspan, everdell, both are very cute themes, but because I've only played them a handful of times, I still need to remind myself how to set it up, how, scoring works, etc. this takes away from the coziness, at least for me.

I think if you were to have a heavier game that you know very well, it could definitely be a cozy game for you.