You should make the comparison of changing 700,000W directly to THB at Superich in BKK and your exchange to USD first in Korea and then to THB in BKK (including any fees you may have paid in Korea). My gutfeeling is that you may be better off by bringing your won to BKK and exchange there.

One thing is certain: Withdrawing THB from ATM in TH or exchanging to THB in Korea will be more expensive than either of the solutions we are discussing, so you did well in any case.