Adding to Werner's great explanation (coincidentally, it actually was me who wrote the text building block that he's quoting
:)), here's another angle:
One of my favorite aspects about tex.sx and the Stack Exchange system in general is its Wiki-like quality:
(We're the asterisk in the middle!)
We prefer a quite particular style of questions and asking – the most important aspect of which presumably are minimal working examples – in order to make every single question maximally helpful for other users. I might even go there and say that for me, it's almost more important to make questions applicable to a wider audience, i.e. more people with the same or a very similar problem, than helping the user who asked the question. The good thing, however, is that if you help "every" user out there, you'll also help the user who had the problem in the first place.
So this is really an essential concept that I try to keep in mind whenever I act on tex.sx, no matter if I ask a question, answer one, or edit posts. This also is the reason why we're on a perpetual hunt for duplicate questions: All the information and help for one problem should be in one place.
Coming back to your question about "thanks": "Personal" bits like that are not really relevant for an abstract problem that aims to be maximally widely applicable.1 Some personal background for the problem, e.g. for identifying XY-problems, can be useful, but it might be a good approach to separate this from the core question, like I attempted to in bibtex vs. biber and biblatex vs. natbib. But really, there's no general rule for that. For phrases truly irrelevant for the problem (i.e. "thanks"), however, it's definitely better to leave them out, even though it might feel to you like you're being rude. Rest assured that the best form of thankfulness that you can show to our community is asking well-prepared questions with MWEs and helping with other tasks, which you'll gradually be introduced to as your reputation increases.
1 Nonetheless, I feel like our community has a personal feel to it, just from conversations in the comments, in chat, and our blog. Besides that, many members (if not all?) have their characteristic style of answering; two examples that come to my mind and that actually happen to be middle-range rep users are Paulo, with his abundantly good-willed and duck-heavy answers, or ガベージコレクタ [or whatever their current user name may be], with their amazing, uncalled-for, randomly animated PSTricks answers.