Using hazard warning lights (you let them blink on three times) as a "thank you" is sometimes seen in the States as a car-based alternative to the trucker tradition of blinking the clearance lights. (Those are the lights around the edges of the trailer that show how far it extends.) It can be wasted effort because few people except truckers know what it means, but it's a good way to thank a trucker for flashing his headlights to let you know when it's safe to return to the right lane after passing.