Yep, it's awkward when this happens. Andrew Sullivan re-posted this here, then got some interesting responses here. This has happened to me many, many times, and it really is awkward. I can remember once the gesture was sincere, and while at the post office a few years back the person was so enthusiastic about it I thought I was getting carjacked.

So why the need to say thank you? Perhaps there are some feel ashamed for asking volunteers, even if indirectly, to do the fucked up shit they have to do. We have people in places we don't belong, but few citizens are willing to speak up and demand we get out of a bad situation.

Some excerpts from the above posts;

But having witnessed these bizarre, fleeting scenes, I have come to believe that they are a poor substitute for something more difficult and painful -- a conversation about what war does to the people who serve and to the people who don’t.

There's this;

Not to sound rude, but I neither need nor want your thanks.

Finally this;

The objective part of me tries to see the innocent intention behind the words, but mostly it feels like we are avoiding a real conversation about the responsibilities of citizenship in wartime.

I tell people there is no need, I get a thank you once a month. :-)