Flash drives are commodity items, thunderbolt is very much a premium feature right now. It wouldn't make very much sense to stick a thunderbolt interface on a flash drive, because the interface controller IC is currently extremely large and bulky, and thus expensive. It also draws a fairly significant amount of power right now, meaning it'd need a sizeable metal casing to dissipate heat.
All this would make for a very pricey flashdrive, sort of the anti-thesis of all other such drives on the market, and sales would most likely be terrible.