Lighting is only USB2.0 so there's no point to sticking a thunderbolt connector at the other end yet. I'm not sure if it would just take a firmware update to up to 3.0 speeds but I don't know why they wouldn't have done it in the first place if that was the case.
Lighting was designed for the future so no doubt they'll be able to upgrade it for USB 3.0 and Thunderbolt when the conditions are right.
I doubt that Thunderbolt to Lightning will ever happen. Completely different intended usages. By the time an accessory such as a phone or MP3 players requires that much bandwidth and direct access to system buses, something else will have come along.
Interesting: I know that I would like Thunderbolt speeds for transferring data to a 128GB iPad.