You sure all the grandparents, great aunts, great uncles and all the parents' siblings have thick hair?
There are likely to be one or more relations who if you look at their hair closely enough don't actually have thick hair.
People with naturally thin hair learn how to disguise it. None of my thin haired friends' have had their own hair long from their teenage years.
A lot of people over the years have made presumptions of what my hair should be like. It doesn't help that my siblings have thick hair.
I have a nephew and niece with different parents who also have thin hair.
My nephew's parents saw me a lot so when my nephew was born with thin hair it wasn't an issue. It became an issue for my nephew when he was 13 for a couple of years as he was experimenting with hair styles.
There as my niece's parents only noticed that it was an inherited trait when she was about 5. My sister-in-law sat close to me one day and noticed my thickness hair wasn't like my brothers' or sisters'.
My niece's dad (my brother) was nearly an adult when I was born, my other siblings have similar hair to him and the adult women around them used to wear wigs and hair pieces often.
It also doesn't help that people assume older women have thin hair due to hormones etc when their hair has always been like that and there is actually nothing wrong. My mum and some of her female relations had thin hair. I was born when my mum was in her 40s and all these relations were older as well.