Comments are not supposed to be long term (many end up being that way but thats a seperate issue).

Answer according to the rules

Comments are really supposed to be to request clarifications, of the form "what is variable x in your question" or "this answer gives result A, but the OP wanted B. Perhaps you need to add foo()?". They aren't really for compliments.

Real world answer

Now lets be realistic, people are people and will post "thank you"s and as long as they are tightly involved with the post I don't really object to that, the question OP posting a thank you for your answer or an answer OP thanking you for an edit isn't going to bring down the system. When everyone starts thanking people and saying "good answer" it becomes a big problem however. But even those "thank you"s aren't really supposed to be be there are may be deleted if a mod notices them; this tidies up the post which makes the key information more visible for everyone. Even more so for a thank you for a thank you.

So in conclusion, I don't think you did anything really wrong although the thank you to a thank you is probably taking it too far but ideally delete your comment as soon as the person its directed at sees it and don't be surprised if someone else deletes it in the mean time