Wow you guys all make me jealous! I never have to worry about weather or not to thank my hubby because in 26 years he has never washed a dish,done laundry,cleaned anything in the house,fed any of our kids or changed a diaper. In the last 26 years, he has probably mowed our yard 10 times(at the most). Once in a great while he will take out the garbage at night on his way out the door to go to work,Usually though it is only because I have reminded(nagged) on and off for an hour before he leaves.
Anyways, No I don't think you should have to thank them for helping out. It is after all their home too.