I've found that my buns thump for various reasons. Toby only thumps every once in awhile, and normally it's when I've really offended him. He thumped at me after I just cleaned out his scent glands and trimmed his nails. He also thumps at our new bun, Emma, when he sees her right away in the morning.
Emma, the new bun, thumps at everything! Last night, she was thumping to get our attention. She also does it when she's mad, or when something isn't quite right. She was thumping when the hamsters were scooting around in their cages the first night she was home. It was a strange noise, and she wanted us to know that it was bothering her!