I had a guy that would say this everytime! I explained that it kind of made me feel as if I was performing some customer service or something, and he laughed. He told me he was just 1) trying to think of something nice to say 2) trying to compliment me 3) trying to express his gratitude in the only way he knew.
While I agree with your statement that you wanted it as much as he did, I also understand his statement. He was brought up to have some manners and to be polite. That's all his thanking you is about, just good manners. :)
He knows you could have got what you wanted anywhere you wanted, but you chose him!
Scroll Down to Read Other Opinions
What's Your Opinion? Sign Up Now!I have no idea, but boy, that's funny.
At least he's grateful.
Hes thankful he got some, duh!
Rather than saying thank you, I think I would probably just tell her I enjoyed the her company, maybe compliment her on how sexy she is or something along those lines.
It means that he's thankful
duhh
Sexual Relationships 
Sexual Health 
Most Helpful Girl