The THM is where the writable meta data gets stored
I have to disagree with you in general terms, as my other camera 20D, plus all the ones that I have tried recently within the last 4 years do not generate THM files.
Even on the old D 60, the metadata is carried in the RAW file and can be easily read.
I did some reading and found old articles written in 2003 referencing the need for the THM file; essentially pointing out that some browsers do not generate thumbnails, and use the THM for a thumbnail.
The only valid reason I could summon for the D60's need for the THM was the need to alter the metadata.
IPTC data can be written to the embedded JPG from the raw file if need be, but the THM is a tiny JPG file. 160 x 120 pixels. These were designed for viewing in the rear of the camera.
I will have to agree with you though, that a person who needs the facility to alter metadata or has a need to preserve that data in double file settings, should keep the THMs.
On the other hand, since most (can't say all. Didn't research all) cameras no longer generate any THM file, it would be a reasonable assumption that is was deemed unnecessary by the camera manufacturers.
Mike didn't leave you high and dry, though. You can still copy the THM files using the "OTHER" control and place the THMs in the same folder with your CRWs.
Simply make another ROW that is set to OTHER. The destination folder can easily be set to the same as the RAW by right clicking on the RAW destination setting and select make all destinations folders the same.
This does not alter the Drive or the main folder... so it becomes a one click deal.
Fred