Is there an overarching theme to the Queen of Attolia?
You could talk about the Queen of Attolia going from disbelief (of Eugenides's smile at the beginning, which indicates his genuine admiration and love) to belief (of Eugenides's love at the end). The reader does something similar, although it may take re-reading to truly believe that he loves her.
Major question: How do you believe someone, when you know they frequently lie? this question is echoed in the way the narrative itself is in effect one big lie, a lie of perception, a lie of misdirection (making us believe Eugenides hates Attolia, when in fact he loves her). It's about how hiding feelings, and the extent to which reality (and those around us) is not what we are lead to perceive, the extent to which we don't perceive.
There's something in there about subverting Beauty and the Beast, too. Something about saving others through love, something about loving ones' enemies. The mask versus the truth.