All the Lian Li cases I've dealt with personally have 4mm thick for the parts that matter. Main structure, side panels, ect. I measured with my calipers. I can't bend one by placing it on my thigh and pushing down with all my strength. It's certainly not 'thin'. Lian Li, Silverstone, and WINDy cases also aren't painted, they're anodized.
I can't say as to the Lian Li's you've on hand, but it seems they've gone to thinner materials. The thickest panels on mine (PC-V2010) is 2.5mm. It's still sturdy, and as its a full tower, has some room in it. The thinner material is formed in a manner that it's structurally sound enough to do it's job. I wouldn't recommend using it as a chair per se

p), but it certainly gets the job done.
The finished is in fact anodized aluminum, and is well done on this one, and others I've seen. Personally, I prefer silver, as scratches blend in bettern than black, or the more recent blue or red finishes offered on a couple of models.
I have a Lian Li and WINDy sitting besides me and a G5 case in the closet. The LL is even on build quality, the WINDy surpasses it. It has some of the best aluminum work I've seen outside of racing cars and bikes. The only problem is it seems to be designed for smaller Japanese hands and it's a pain to work with.
I've never seen a WINDy, and tried to look at the website linked. They do look nice, but wouldn't work for what I need to do (massive drive quantities due to RAID). 16 drives internal drives limits my choices.
If it were a choice between 4mm thick side panels with four 3.5" and two 5.25" bays or a case with 3mm side panels that could swallow eight hard drives and four or more 5.25" devices, I'd definitely go with the latter.
This may very well be what Lian Li did with the full tower models. But I need the space, so I got it. I'm quite happy with it.
I must say, the wheels are a nice touch as well.
When I get my Mac Pro, I'll definitely keep it in the provided case. It's too much of a pain to swap to a different case (though I could probably do it with the older Harpertown/Clovertown/Woodcrest machines). The case it has is very good, it's very well built, and it doesn't look half bad. But that isn't to say that there aren't better cases to be had, because there are.
I figure it can be done as well, and might make sense for those needing RAID of a drive quantity greater than can be fitted in the orginal case. Given the cost of external drive enclosures, it might make better financial sense as well, as for the same or less money for an 8 bay enclosure, you could get a full tower case, and the backplanes to fit 16 drives, possibly more (depending on specific model). <Case @ $300USD, 2x 3.5" backplanes @100USD ea. as an estimate.> A single 8 bay external enclosure (backplanes for hot swap) will set you back ~$600USD these days.