I wonder if I should keep always up to date the versions of WP themes that I'm not using? - e.g. the default Wordpress themes Twenty Ten or Twenty Eleven. Can it harm my site if I don't update these themes?
WP devs are skilled programmers. I doubt that they would release a theme with a security flaw (there are many people reviewing code). Themes are very simple, so basically there is no way to overlook something that might pose a security threat. Anyway, even if something like that happend - which is very unlikely - you'd know about it right away because other people would notice and spread the word.
It won't harm your site at all if you don't update them. Themes only contain the presentation logic and styles - so if a theme isn't being used, it has no effect on your wordpress installation.
You dont need to update themes you are not using - but you should always have them removed because this will save lot of files when full site backup is needed. But, if you plan to use those themes after specific intervals - then keep them updated because those updates will give you optimized code & new features.