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: Edit > Settings > Playing 2 Tab > 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')