I do think it's something you should discuss, in order to understand its importance to you and to him. Keep in mind that this may mean many different things, too, and not necessarily that he dislikes you in any way. For example, my T often begins sessions quite far away from me because I feel pressured and too "seen" when he's close. He may slide his chair nearer during the course of a session if I need more contact with him.

I'm curious--what about his thanking you bothered you?