I have found that behaving in a pathetically grateful way and saying, "Oh thank you, that's so kind that you helped me with the laundry", made DH embarrassed that he didn't do it more often and ended up snapping saying, "you don't have to thank me you know."
To be fair though, we both work full time atm so we should be sharing. I agree with you Anna, that as a SAHM, the bulk of the household stuff falls to you. I will expect that when I give up work shortly.
If he said "I loaded the dishwasher for you", I wouldn't be able to help myself saying, "Thank you, that's very kind. I've washed and dried your dirty pants and socks for you, ironed your shirts and put them away, tidied your living room, bathed your children, but that's ok because you did YOUR job today and brough home the bacon" and give a wry grin so he knows I'm taking the p'ss out of him.
Honestly, I think they (massive generalisation alert) say it because they're so surprised at themselves, they want you to notice. It's slightly pathetic really.