The "shitty, disheartening, dangerous job" you are thanking them for consists of slaughtering, torturing, and imprisoning either innocent civilians or those who are fighting occupation forces, which they are fully entitled to do.
Now, let's suppose I was an American soldier who had done all these things. I might have one of three reactions:
1. Realize that I had engaged in slaughter, torture, etc, of innocents. In that case, if, upon my return, someone thanked me for what I had done, I would either punch them in the nose or spit on them.
2. Realize that what I had been sent to do was not altogether what it was made out to be. I would feel conflicted, confused, and possibly ashamed. In that case, if, upon my return, someone thanked me for what I had done, it would not do much to help me in my confusion.
3. Believe that those evil ragheads deserved everything and more. In that case, if, upon my return, someone thanked me for what I had done, it would reinforce my belief in the rightness of my actions.
....so what exactly do you accomplish by thanking anyone?
Joanna