I like to see thank you notes because it shows that people return to read answers.
On perlmonks, on other forums, and especially on IRC, you see lots of people who enter, ask a question, then never return. Sometimes these make you think answering questions of newbies is completely pointless, because they're not listening. The thank you notes are what restore my confidence that we're not working in vain.
This also explains why I like to see the thank you in nodes rather than private messages: because I want to see the thank you even if I did not give an answer. SuicideJunkie, however, has a point above where he says that one could update the original post to append a thank you instead of posting a reply.