More and more thereminists seem to be getting into the habit of "pumping" with their volume hands when they play. "Pumping" is when you automatically dip your hand toward the loop for an instant between each note you play, in order to produce an instant of silence and thereby erase any hint of a slide or "gliss" in your articulation. What many people don't seem to realize is that this detaches the notes and makes them "staccato".
When composers want to disconnect notes in a melody, they write it into the score. Otherwise, notes are connected and played "legato", without any space between them. When we pump on every note, or 90% of them, our playing becomes irritatingly predictable, disjointed and bumpy, it fights any attempt at phrasing, and we lose one of the most valuable resources thereminists have - what Clara Rockmore called our "infinite bow".
When violinists do the equivalent of "pumping" it is called "sawing" because they change the direction of the bow, causing a slight micro-gap between notes. It is as bad a habit on the violin as it is on the theremin!
Any musical technique for expression that you use all the time, on every note, is a bad habit, and it is very easy for thereminists to fall into these traps because most of us are self-taught and we are often in a "bubble" isolated from any potentially valuable feedback from other musicians.
If you want to avoid that annoying slide between notes, learn to move so quickly and accurately that the ear doesn't hear it. It is over before the ear is aware that it was there. The challenge of being able to do this increases with the size of the interval between the notes you are playing.
Listen to yourself objectively to hear if you are pumping or not. If you are, ask yourself if this is something you actually like, or a bad habit you have fallen into. There are thereminists who consciously and deliberately disconnect notes because they like it. That's fine, although it is something that no decent teacher of any instrument, or voice coach, would put up with.
There ain't no accountin' fer taste. The important thing is that you KNOW what you're doing and why you're doing it, and that you be aware of the effect it is liable to have on your listeners.