I mostly agree. Especially if a user had taken time to write a lengthy and detailed respons, it's just good manners to say thank you.
If say there are exceptions though. Sometimes when I post I get answers where it's clear the person didn't read my post, just maybe the first few lines. I don't think that deserves a respons.
If there are a lot of responses, I also feel it's not necessary to thank each response, because that does clog the conversation quite a bit.
Anyway, just my two cents.