Answered by John, Hiring Expert at DuPont, on Tuesday, January 13, 2015
The first reason to send a "Thank You" note is common courtesy to the company representative(s) who invited you to interview for positions at their company. It is important to understand that, for some positions, literally thousands of candidates submit an application. For you to be one of the candidates receiving an interview is a great accomplishment.
Another reason is to continue to express your interest in the position, assuming that you still are interested. By including a statement like "thanks for your time spend with me during our interview. The experience reaffirmed that your company and position would be a great fit with my skills and abilities." implies to a potential employer that you are still interested in the company. In addition, the more contacts you make, the easier it is for the recruiter/manager to remember you.
I hope this helps justify the importance of sending a "thank you."