No. Kindness should not be candy. If you're thanked for everything you do, you'll start expecting people to thank you for everything, and flip out when they don't.
I usually thank if someone really does something great for me. Or if I manage to scam someone real good, thanking will make him feel not as scammed and in return, not report me.
What's the difference? A rule pretty much means "how you should behave".