I think it's nice, polite, decent etc to say 'thank you' if someone does something courteous/nice/helpful etc, but no-one HAS to. I am a bit torn on this, as I think yeah it's nice to say thank you, (and I usually do.) But if you haven't asked someone to do something, do you really need to thank them? 
And for someone to do something you didn't ask them to do, and then expect a thank you, and have a go at you for not giving them a thank you, is pretty arsey, shitty, passive-aggressive behaviour frankly. And smacks of an entitled, and controlling person.
YANBU @OfcourseitsaNC This man was very passive aggressive. Like, 'I am moving out of your way, and giving you permission to walk past me whilst I stop in my tracks, and God forbid you don't say thank you little missy!' 
Tough one, and there's no right or wrong really, but I am leaning more towards being on your side OP. I bet also, that this man would not have said the same thing to a man.
Also, too right the woman should reel in her mutt on the overly-long bastard dog lead! Those long leads are a nuisance. I've lost count of the amount of times I have almost tripped on the fucking things! 