"it's a family tradition thing, from particularly pedantic families, most of whom seem to congregate on Mumsnret."
pedantic ? Do you slam doors in people's faces when you are out at the shops, or hold them open for the next person, if you know someone is close behind you ? If you don't think a Thank You is called for, one might logically argue you'd be the slam in face person, but no, honestly, I truly doubt it.
It's not pedantic, but a social norm in the UK, for the vast majority of people. Go look up pedantic and see if you can explain your choice of that word.
"I don't think I know ONE PERSON in real life who either does this, or who wouldn't be utterly baffled by it."
That is difficult to believe. I cannot imagine anywhere in the UK where one would not have been taught to use the word "please" and the phrase "thank you" (minor annoyance when I see that as 'thankyou' on shop signs etc) unless you are not in the UK and such an approach is the case where you live (and if so, in which country is that, please?)
"Please" and "Thank You" should be second nature to people but I hesitate to suggest there may have been some form of deprivation in case we stray into class comparisons.