Lot's of people share that opinion - do not say "Thank you" but to say something that will indicate you plan to treat the plant with love and kindness, such as "This will look lovely near my window" or "My husband loves purple flowers" or some other such thing to indicate the plant has a new forever home.
At our local swap we exchange hundreds of plants and tons of 'thanks you' and my yard looks like a jungle.
So maybe it is just a superstition?
The one that I heard from a woman in Georgia is not about receiving a plant as a gift; when 'borrowing' cuttings from someone's yard/garden:
Never ask permission or the cuttings will not thrive.
