Saying "I don't want to bother with you anymore," was really unkind. While she has a right to choose who she wants to be friends with, she can be more respectful about how she ends a friendship. There's nothing wrong with being thankful for something in your life. If I had a friend like you're describing, I'd feel judged by her and constantly worry that something I say will set her off, which would be very stressful for me. I'd be inclined not to be friends with her, but I understand if you decide it's worth it to you to try to stay friends.