We have both https and http access supported for our Jenkins instance.  We set our Jenkins Location -> Jenkins URL to the http address.  We noticed that when connecting to the instance via https, the theme element for Favicon URL wasn't functioning properly (favicon was NOT repalced).  However, using the http address to the server worked fine (the favicon was replaced).

Doing some digging I was able to find what I think was the problem (uploading a simple change did fix the issue).  Basically it was using the jenkins url to load a file in the plugin - <url>/plugin/simple-theme-plugin/simple-theme.js .  But I believe since the url was to the http address something was not allowing it (like you can't load a site without SSL from an SSL site?).  I believe the simple fix is to remove the URL since directly accessing the file should work.  I'll send a pull request with the fix.