I think it's a little unfair to point fingers at Theo and ask why he's coming on, his record throughout his career is roughly a goal every 4 and that's where he's at this season. Tbh he is a proven goal scorer at this level and causes defences problems.
There may also be something in training that makes CP bring him on first, maybe Mcgoalsky is lacking something
Since he became Southend manager nobody has scored more goals for Chris Powell than Theo.
Under Chris Powell
Goal - Mins played - Mins per goal
Robinson 7 - 776 - 111
McCoulsky 4 - 225 - 56
Hopper 4 - 615 - 154
Cox 4 - 1854 - 464
Fortune 2 - 888 - 444
Personally I'd start Hopper and McCoulsky but I can see why Theo has earnt his playing opportunities with those goals.