But it is possible to modify templates in plug-in-based themes. In more than one way, actually. For example, you can go to Design → Edit Custom Themes and click on the theme in question. From there, you can edit any template you want (or create new ones).
Another approach is to create a new plug-in and, from there, create a new template that overrides the template in the original theme plug-in. Finally, a third way is to duplicate the original theme and make your changes there.
They all feel a bit "hacky", and I hope there will be a more straightforward, official way to customize plug-in-based themes in the future.