I have never been "thanked" for pulling over. On the flip I don't do it when I'm driving my car either. Rude? Maybe. My reasoning is that if I honk, they might think I'm honking out of anger. If I wave, they most likely aren't going to see me anyway. As a passenger my wife will wave if she thinks the other driver can see her.
As far as flashing for trucks, I haven't got a "thank you signal" for that in years. In fact most don't even wait, they just start pulling in. I think they are so jaded by people not letting them in.