I’m not on a bus all that often, but in my experience, norms even vary within a country. I hear people thanking the driver often in San Francisco as they disembark, but I don’t think I’ve ever heard it in Manhattan.
I always thank taxi and ride share drivers, and I always thank bus drivers if I disembark at the front (i.e. smaller car rental shuttle). I don’t feel the need to yell across the length of a city bus if I’m getting off from the back.