It's kind of like saying that when you dive down to the network layer, video doesn't exist. It's up to the application running the network to assemble all the packets to turn it into video.
Thoughts are constructed from the stream of physical experiences that get formed into words, not the other way around. It's perfectly possible for the brain to still operate without thoughts the way we experience them, in fact, deaf people think visually rather than auditorially like most of us do.