I see the ratings usually are 1-3 or 7-9, it's either for you or it's not. All I'm sure of is that it was for me.
Set the Thames on Fire invites you to an absurd yet magical world, telling an incredibly bittersweet story of love and dreams and gives you a quite nihilistic, yet sweet look on the world.
"Why are you smiling?"
"Because him and me even if we didn't work out.."
"You haven't worked out"
"Even if we didn't work out. We had fun."
It doesn't really have any profound massage, at least from my interpretation, yet it's a beautiful ,personal and incredibly sweet story of two people who found each other right when they needed to. It's not overly "romantic" nor too dramatic, it takes itself for what it is, which is a very entertaining tale in an amusing yet horrifying world.
Overall I recommend it if you're looking for something rather "artistic" and you're open to nontraditional story telling. If you're fine with watching kind of surreal, dream-like media than this will definitely fit your taste.