It's obvious, but the App Theme selection in design is just for display a draft during layout edition, is not related to real app looking in cell phone.
Just change the manifest file (AndroidManifest.xml) is not enough because the style need to be predefined is styles.xml. Also is useless change the layout files.
All proposed solution in Java or Kotlin has failed for me. Some of them crash the app. And if one never (like me) uses the title bar in app, the static solution is cleaner.
For me the only solution that works in 2019 (Android Studio 3.4.1) is:
in styles.xml (under app/res/values) add the lines:
Title bar in android is called Action bar. So if you want to remove it from any specific activity, go to AndroidManifest.xml and add the theme type. Such as android:theme="@style/Theme.AppCompat.Light.NoActionBar".