It means he hasn't had sex in a very, very long time. Probably because he does things like say "thank you" after sex.
I suppose he could be just very polite. Did you bang a butler?
No? Then, yeah, he said "thank you," as if sex is a favor, or a service, or a performance. Correct post-sex phrases include, "You were amazing," "Kiss me," or "Blaaaaaaaah."
I suppose it could have been worse. He could have applauded. Or fist pumped. Or thrown money.
What I want to know is: what did you say? If you sleep with this guy again (and something tells me you're not) you should keep one of those air horns handy. If he says "thank you" again, just reach for the air horn and let loose a loud, mighty honk.
Or better yet, just respond "You better thank me."
No! If he says it again, just start crying.
But, like I wrote, something tells me you won't be sleeping with him again.