Nulled scripts and themes are themes that have been modified to remove callbacks or anti tracking measures implemented by the owner. For example, some themes contain code in the footer that will prevent the theme from being used on a domain that isn't in the owners registry list. Nulled scripts take this code out to circumvent the block. This means the theme can be used by those who haven't paid for it. There's not very much incentive to null scripts for free, and so people often put malware in the theme code like shells or bot creators, wait for someone to download and install it, then they can access your site though the normal admin login or turn it into part of a botnet.