Taking "thanks" out of a conversation between exactly two people is very different. It's very personal and can easily be seen as rude.
But SO isn't that; don't treat it like that. SO questions may well be read by thousands of people. The "thanks" is useless to 99% of them. It's like signatures. Sure it seems neat when you do it once. But when literally thousands of people have to read it on thousands of posts...please stop!