Here," all the same " means "despite what has just be said; nevertheless " . For example:
It rained every day of our holiday - but we had a good time all the same.
So " Thanks all the same " means "also thanks despite something unpleasant or negative ".
一般用在以下语境:虽然不符合或不太满意、消极,一样感谢你
By the way, here is a link for your reference and all should be of great help.
参考资料:http://dictionary.cambridge.org/define.asp?key=69658&dict=CALD