To be honest, I'm not sure. If I were to try and imagine what the programmers were thinking when they developed our forum software, it would be something like this:
If we didn't have the 'Thanks' button in forum threads, you'd have to scroll past dozens of posts of people saying, "Thanks, nice info." Makes it hard to find any useful info.
If you're messaging with someone, you can just say "Thanks" instead of using the Thanks button.