Yes, you need the <sx:head> tag: see the documentation
here, where it states:
The docs wrote:To use the AJAX tags from 2.1 on you must:
* Include the Dojo Plugin distributed with Struts 2 in your /WEB-INF/lib folder.
* Add <%@ taglib prefix="sx" uri="/struts-dojo-tags" %> to your page.
* Include the (dojo) head tag on the page, which can be configured for performance or debugging purposes.
Have you met those requirements?
I'm also not sure if setting the form's theme to "ajax" will work as you believe it will; AFAIK using the <sx:submit> tag is the way to do that in S2.1. You may want to have a quick look at some of the existing documentation before proceeding much further.