You can automatically say 'Thank You', or anything else that is appropriate, after each game you play. It can be toggled on and off and edited.
Menu above: Settings Button (or Edit > Settings) > Your Options Window comes up. Choose from the list on the left 'Playing'. Under 'Postgame Actions' you will find 'Auto-thank opponent'.
Checking the box causes an automatic 'say' to be sent to your opponent after the end of a game. This is most commonly used to say things like 'Good game' or Thank you'. (The default is set to 'unchecked' and 'Thank you'