Other than your anxiety about being aroused by thong underwear is this causing any problems in your life?

There is nothing wrong with finding thong underwear particularly arousing. Some men are turned on by large breasts, or small breasts, or stockings, or lots of other things. It is quite normal to have certain particular "turn-ons".

If it is causing you distress I would urge you to discuss it with a therapist you trust and feel comfortable with. But it sounds well within the range of "normal" sexual behavior and expression to me.