I have to admit that even over in the states, aside from the late 80's when we still did things by letter and I was trying to get my first few jobs, I haven't done it since, especially in this throw away type of world that we are in now. I always I felt uncomfortable about it. No offense to those that have done it! Sorry to say that...but in my gut, I thought...yikes..not something I really want to do, it just felt fake. On the flip side when I was interviewing people years later and if I got a thank you note, it made no difference as to whether I wanted to hire that person or not, it was their qualifications and whether they were a good fit.
Just my take on things.