I generally don't leave thank you comments, not because I'm ungrateful or anything, but because I generally just put "comments are always appreciated" or something along those lines in the A/N as a way of showing my gratitude. If I'm already having a convrsation with someone, then I'll just tack on, "oh yeah, thanks for the story comment," but I don't know, I've never been one for thank you comments.
I actually get a little annoyed when I get them myself, particularly if I left a comment on a story for a comment swap, so since thank you comments tend to annoy me as a reader/commenter, I don't want to annoy others by leaving them