Hi @erankatz it looks like the Theme Picker community plugin does what you are looking for to an extent. It doesn’t have a keyboard shortcut, but it’s easy enough to change themes by opening the command palette and typing in theme and enter to get a list of installed themes. There is also a clickable item on the bottom of the Obsidian tool that opens the list of themes as well.
As you scroll through the themes the tool updates with the new theme automatically so you can preview the look.